+6.1%
DASH vs VRSK
-6.2%
+12.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | -9.4% | -7.7% | -1.7% | -5.7% |
| 30D | -5.2% | -2.8% | -2.4% | -3.9% |
| 3M | +33.1% | -3.7% | +36.8% | +34.5% |
| 6M | +18.3% | -12.8% | +31.1% | +25.3% |
| YTD | -11.2% | -21.0% | +9.7% | -1.4% |
| 1Y | -21.9% | -32.5% | +10.6% | -5.7% |
| 3Y | +144.7% | -26.5% | +171.2% | +162.3% |
| 5Y | -4.4% | -11.5% | +7.1% | -15.2% |
| All | +6.1% | -6.2% | +12.3% | -10.9% |
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