-20.7%
DRVN vs SPY
+14.6%
-35.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +4.7% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +2.2% | -1.0% | +3.3% | +2.7% |
| 3M | -19.8% | -0.3% | -19.5% | -19.7% |
| 6M | -12.7% | +7.3% | -20.1% | -16.1% |
| YTD | -19.6% | +13.3% | -33.0% | -26.7% |
| 1Y | -20.7% | +14.8% | -35.4% | -28.1% |
| All | -20.7% | +14.6% | -35.3% | -28.1% |
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