+241.9%
DRS vs SPY
+79.8%
+162.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -1.9% | -2.0% | +0.1% | -0.2% |
| 30D | -18.5% | -1.7% | -16.9% | -17.3% |
| 3M | -21.1% | +4.7% | -25.8% | -24.5% |
| 6M | -21.3% | +12.5% | -33.8% | -29.3% |
| YTD | +7.2% | +11.7% | -4.6% | -2.9% |
| 1Y | -11.0% | +17.5% | -28.5% | -22.7% |
| 3Y | +118.6% | +76.6% | +42.0% | +38.2% |
| 5Y | +241.9% | +82.0% | +159.9% | +112.5% |
| All | +241.9% | +79.8% | +162.1% | +112.5% |
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