+712.7%
DRN vs SPY
+1,004.7%
-292.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.5% |
| 7D | +0.3% | +3.3% | -3.0% | -7.8% |
| 30D | +17.4% | -2.7% | +20.1% | +25.0% |
| 3M | -2.6% | -1.7% | -0.9% | +1.2% |
| 6M | -4.8% | +3.1% | -7.9% | -15.1% |
| YTD | +23.4% | +11.9% | +11.5% | -11.6% |
| 1Y | +16.2% | +12.0% | +4.2% | -17.2% |
| 3Y | +63.6% | +78.2% | -14.6% | -67.6% |
| 5Y | -54.6% | +73.2% | -127.8% | -88.6% |
| 10Y | -23.7% | +309.6% | -333.4% | -97.8% |
| All | +712.7% | +1,004.7% | -292.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling