-100.0%
DRV vs SPY
+1,008.6%
-1,108.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +3.5% |
| 7D | +3.2% | -0.9% | +4.1% | +1.0% |
| 30D | -17.5% | -2.4% | -15.1% | -22.4% |
| 3M | -5.9% | -1.2% | -4.8% | -8.2% |
| 6M | -5.3% | +3.3% | -8.6% | +2.2% |
| YTD | -30.9% | +12.3% | -43.1% | -5.3% |
| 1Y | -25.1% | +12.4% | -37.6% | +3.1% |
| 3Y | -65.5% | +78.8% | -144.3% | +97.4% |
| 5Y | -48.7% | +75.2% | -123.9% | +300.9% |
| 10Y | -97.4% | +311.1% | -408.5% | +530.1% |
| All | -100.0% | +1,008.6% | -1,108.6% | +179.5% |
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 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