+45.7%
DRSK vs VT
+136.9%
-91.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | 0.0% | -5.0% | +5.0% | +0.9% |
| 3M | -4.6% | -4.9% | +0.3% | -3.7% |
| 6M | -4.4% | -1.5% | -2.9% | -4.2% |
| YTD | -1.3% | +8.5% | -9.8% | -2.8% |
| 1Y | -2.3% | +11.4% | -13.7% | -4.1% |
| 3Y | +31.3% | +70.1% | -38.8% | +20.4% |
| 5Y | +7.5% | +53.7% | -46.2% | -0.6% |
| All | +45.7% | +136.9% | -91.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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