+3,114.8%
DRS vs SPY
+322.5%
+2,792.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.4% |
| 7D | -1.4% | -0.8% | -0.7% | -0.8% |
| 30D | -20.0% | -1.1% | -18.9% | -19.2% |
| 3M | -27.3% | +3.9% | -31.1% | -30.0% |
| 6M | -21.5% | +13.6% | -35.1% | -30.4% |
| YTD | +6.4% | +12.7% | -6.2% | -4.8% |
| 1Y | -12.6% | +17.5% | -30.1% | -24.7% |
| 3Y | +112.1% | +76.9% | +35.2% | +26.9% |
| 5Y | +239.7% | +83.6% | +156.1% | +94.6% |
| All | +3,114.8% | +322.5% | +2,792.3% | +859.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling