+103.8%
DASH vs VRSK
-11.9%
+115.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -2.8% | +3.6% | -6.3% | -3.6% |
| 30D | -9.3% | +14.9% | -24.1% | -11.9% |
| 3M | -15.1% | +12.9% | -28.0% | -17.2% |
| 6M | +8.7% | +19.3% | -10.6% | +4.8% |
| YTD | -21.3% | -8.1% | -13.2% | -22.2% |
| 1Y | -12.7% | -3.2% | -9.4% | -13.9% |
| 3Y | +103.8% | -12.3% | +116.1% | +105.6% |
| All | +103.8% | -11.9% | +115.7% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling