+129.3%
DAL vs VRSK
+125.6%
+3.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | -0.6% | -7.7% | +7.1% | +2.1% |
| 30D | -13.5% | -2.8% | -10.6% | -12.9% |
| 3M | +2.6% | -3.7% | +6.3% | +3.0% |
| 6M | +32.7% | -12.8% | +45.5% | +37.2% |
| YTD | +13.6% | -21.0% | +34.6% | +21.4% |
| 1Y | +28.8% | -32.5% | +61.3% | +46.5% |
| 3Y | +98.2% | -26.5% | +124.7% | +111.0% |
| 5Y | +105.9% | -11.5% | +117.4% | +95.0% |
| All | +129.3% | +125.6% | +3.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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