+32.3%
DRTS vs SPY
+112.5%
-80.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -4.5% |
| 7D | +0.5% | +3.3% | -2.8% | -1.4% |
| 30D | -2.8% | -2.7% | -0.1% | -1.1% |
| 3M | -3.7% | -1.7% | -1.9% | -2.5% |
| 6M | +35.2% | +3.1% | +32.1% | +33.5% |
| YTD | +169.9% | +11.9% | +158.0% | +157.3% |
| 1Y | +236.5% | +12.0% | +224.5% | +220.9% |
| 3Y | +331.0% | +78.2% | +252.8% | +246.8% |
| 5Y | +34.5% | +73.2% | -38.7% | +10.2% |
| All | +32.3% | +112.5% | -80.2% | +7.5% |
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 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