-15.5%
DRNZ vs SPY
+11.9%
-27.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -1.0% |
| 7D | -1.4% | -0.8% | -0.7% | +0.1% |
| 30D | -13.7% | -1.1% | -12.6% | -11.6% |
| 3M | -17.5% | +3.9% | -21.4% | -23.3% |
| 6M | -24.5% | +13.6% | -38.1% | -39.8% |
| YTD | -5.2% | +12.7% | -17.9% | -23.4% |
| All | -15.5% | +11.9% | -27.4% | -30.9% |
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