-8.9%
DASH vs VRSK
+10.4%
-19.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -4.1% | -2.4% | -1.6% | -3.0% |
| 30D | -10.6% | +16.8% | -27.4% | -17.7% |
| 3M | -18.8% | +14.7% | -33.5% | -24.9% |
| 6M | +11.2% | +24.7% | -13.5% | -2.3% |
| YTD | -23.8% | -7.0% | -16.8% | -22.6% |
| 1Y | -12.2% | -2.1% | -10.1% | -13.4% |
| 3Y | +97.3% | -11.4% | +108.7% | +89.3% |
| 5Y | -29.8% | -1.2% | -28.6% | -42.3% |
| All | -8.9% | +10.4% | -19.3% | -30.0% |
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 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