+46.9%
DRSK vs SPY
+202.3%
-155.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -1.5% | -0.8% | -0.8% | -1.4% |
| 30D | -3.5% | -1.1% | -2.4% | -3.3% |
| 3M | -3.7% | +3.9% | -7.5% | -4.3% |
| 6M | +1.7% | +13.6% | -11.9% | -0.4% |
| YTD | -0.5% | +12.7% | -13.2% | -2.4% |
| 1Y | -0.7% | +17.5% | -18.2% | -3.3% |
| 3Y | +27.9% | +76.9% | -49.0% | +17.0% |
| 5Y | +12.3% | +83.6% | -71.3% | +1.8% |
| All | +46.9% | +202.3% | -155.4% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling