+35.8%
DRTS vs SPY
+106.4%
-70.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +3.0% |
| 7D | +5.1% | -2.7% | +7.8% | +6.8% |
| 30D | -3.7% | -5.4% | +1.7% | -0.5% |
| 3M | +5.6% | -4.1% | +9.7% | +8.4% |
| 6M | +80.8% | +0.7% | +80.1% | +81.0% |
| YTD | +177.2% | +8.7% | +168.5% | +168.6% |
| 1Y | +260.7% | +10.9% | +249.8% | +247.1% |
| 3Y | +332.8% | +75.0% | +257.8% | +252.6% |
| 5Y | +38.2% | +67.8% | -29.6% | +15.1% |
| All | +35.8% | +106.4% | -70.5% | +12.2% |
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