-72.2%
DRS vs SPY
+3,074.3%
-3,146.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | -2.0% | +0.5% | -2.6% | -2.3% |
| 30D | -17.4% | -0.9% | -16.4% | -17.0% |
| 3M | -20.5% | +3.9% | -24.4% | -21.8% |
| 6M | -20.2% | +14.5% | -34.7% | -24.6% |
| YTD | +9.0% | +12.9% | -3.9% | +3.7% |
| 1Y | -9.2% | +19.4% | -28.6% | -15.6% |
| 3Y | +122.4% | +78.5% | +43.9% | +77.5% |
| 5Y | +233.9% | +81.8% | +152.2% | +164.6% |
| 10Y | +3,192.3% | +311.5% | +2,880.8% | +1,976.1% |
| All | -72.2% | +3,074.3% | -3,146.4% | -91.1% |
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