+46.9%
DRTS vs SPY
+114.5%
-67.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | +6.3% | +0.5% | +5.8% | +6.0% |
| 30D | +12.9% | -0.9% | +13.9% | +13.6% |
| 3M | +59.9% | +3.9% | +56.0% | +56.9% |
| 6M | +131.5% | +14.5% | +117.0% | +116.7% |
| YTD | +199.8% | +12.9% | +186.9% | +183.7% |
| 1Y | +302.2% | +19.4% | +282.8% | +273.4% |
| 3Y | +341.7% | +78.5% | +263.2% | +253.6% |
| 5Y | +50.5% | +81.8% | -31.2% | +22.4% |
| All | +46.9% | +114.5% | -67.5% | +18.5% |
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