-54.1%
DRN vs SPY
+79.8%
-133.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.5% |
| 7D | -8.2% | -2.0% | -6.2% | -4.2% |
| 30D | -8.0% | -1.7% | -6.3% | -4.7% |
| 3M | -13.6% | +4.7% | -18.4% | -22.9% |
| 6M | -2.8% | +12.5% | -15.3% | -26.0% |
| YTD | +13.4% | +11.7% | +1.7% | -12.6% |
| 1Y | +2.8% | +17.5% | -14.7% | -29.7% |
| 3Y | +21.0% | +76.6% | -55.5% | -69.0% |
| 5Y | -54.1% | +82.0% | -136.1% | -87.4% |
| All | -54.1% | +79.8% | -133.8% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling