-100.0%
DRV vs SPY
+998.2%
-1,098.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | +2.0% |
| 7D | -7.1% | +0.1% | -7.2% | -6.3% |
| 30D | -19.7% | -3.3% | -16.4% | -26.5% |
| 3M | -0.1% | -2.4% | +2.3% | -5.7% |
| 6M | -7.1% | +2.6% | -9.6% | -1.6% |
| YTD | -31.1% | +11.2% | -42.4% | -7.9% |
| 1Y | -27.6% | +13.4% | -41.0% | +2.1% |
| 3Y | -66.6% | +79.9% | -146.5% | +94.7% |
| 5Y | -48.4% | +72.2% | -120.6% | +284.7% |
| 10Y | -97.3% | +307.3% | -404.6% | +530.5% |
| All | -100.0% | +998.2% | -1,098.2% | +171.6% |
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