+1,190.0%
DAL vs VRSK
+704.6%
+485.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.3% |
| 7D | +2.3% | +4.1% | -1.8% | +0.3% |
| 30D | +14.3% | +16.1% | -1.7% | +7.0% |
| 3M | +1.3% | +14.1% | -12.8% | -5.2% |
| 6M | +29.3% | +22.9% | +6.4% | +16.0% |
| YTD | +33.0% | -7.2% | +40.2% | +32.7% |
| 1Y | +59.8% | -3.4% | +63.2% | +56.2% |
| 3Y | +177.2% | -11.5% | +188.7% | +172.5% |
| 5Y | +118.4% | +0.2% | +118.2% | +97.5% |
| 10Y | +121.4% | +161.3% | -39.9% | +13.5% |
| All | +1,190.0% | +704.6% | +485.4% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling