+53.4%
DRTS vs SPY
+82.0%
-28.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +13.3% | +0.1% | +13.3% | +13.3% |
| 3M | +46.1% | +2.0% | +44.1% | +44.7% |
| 6M | +114.1% | +13.0% | +101.1% | +101.1% |
| YTD | +203.6% | +13.5% | +190.1% | +185.7% |
| 1Y | +330.7% | +20.0% | +310.7% | +297.3% |
| 3Y | +318.7% | +77.2% | +241.5% | +231.6% |
| All | +53.4% | +82.0% | -28.7% | +24.8% |
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