+48.4%
DRSK vs SPY
+201.6%
-153.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | -2.6% | -1.4% | -1.2% | -2.3% |
| 3M | -2.3% | +3.7% | -6.0% | -2.9% |
| 6M | +1.8% | +13.0% | -11.2% | -0.2% |
| YTD | +0.5% | +12.4% | -11.9% | -1.4% |
| 1Y | +1.5% | +18.5% | -17.0% | -1.3% |
| 3Y | +29.4% | +77.6% | -48.2% | +18.4% |
| 5Y | +13.1% | +81.7% | -68.6% | +2.7% |
| All | +48.4% | +201.6% | -153.2% | +28.3% |
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