+236.5%
DRTS vs SPY
+11.8%
+224.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -4.0% |
| 7D | +0.5% | +3.3% | -2.8% | -6.0% |
| 30D | -2.8% | -2.7% | -0.1% | +3.2% |
| 3M | -3.7% | -1.7% | -1.9% | +0.2% |
| 6M | +35.2% | +3.1% | +32.1% | +24.9% |
| YTD | +169.9% | +11.9% | +158.0% | +113.4% |
| 1Y | +236.5% | +12.0% | +224.5% | +165.3% |
| All | +236.5% | +11.8% | +224.8% | +165.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling