+105.0%
DAL vs VRSK
+160.9%
-55.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +9.1% | +16.8% | -7.7% | +3.1% |
| 3M | -3.5% | +14.7% | -18.2% | -8.8% |
| 6M | +23.4% | +24.7% | -1.3% | +12.1% |
| YTD | +26.0% | -7.0% | +33.1% | +26.6% |
| 1Y | +44.6% | -2.1% | +46.8% | +41.9% |
| 3Y | +162.7% | -11.4% | +174.1% | +159.8% |
| 5Y | +113.0% | -1.2% | +114.2% | +95.0% |
| All | +105.0% | +160.9% | -55.9% | +11.1% |
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