+694.0%
DRN vs SPY
+1,021.0%
-327.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -9.6% | +0.1% | -9.7% | -9.7% |
| 3M | -4.8% | +2.0% | -6.8% | -12.0% |
| 6M | -2.8% | +13.0% | -15.9% | -31.3% |
| YTD | +20.5% | +13.5% | +7.0% | -16.3% |
| 1Y | +9.8% | +20.0% | -10.2% | -34.8% |
| 3Y | +24.8% | +77.2% | -52.4% | -74.3% |
| 5Y | -57.0% | +81.9% | -138.8% | -90.5% |
| 10Y | -50.2% | +314.1% | -364.3% | -98.6% |
| All | +694.0% | +1,021.0% | -327.0% | -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