+726.1%
DRN vs SPY
+994.2%
-268.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.6% |
| 7D | +6.0% | -0.6% | +6.5% | +7.6% |
| 30D | +20.9% | -3.7% | +24.5% | +32.2% |
| 3M | -0.5% | -2.7% | +2.3% | +6.3% |
| 6M | -2.3% | +2.2% | -4.5% | -10.9% |
| YTD | +25.4% | +10.8% | +14.6% | -7.9% |
| 1Y | +19.3% | +11.2% | +8.0% | -13.5% |
| 3Y | +66.3% | +76.5% | -10.2% | -66.2% |
| 5Y | -53.8% | +72.9% | -126.7% | -88.4% |
| 10Y | -20.9% | +304.8% | -325.8% | -97.7% |
| All | +726.1% | +994.2% | -268.1% | -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