+11.7%
DASH vs VRSK
-0.9%
+12.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -3.4% |
| 7D | -10.6% | -3.1% | -7.4% | -9.2% |
| 30D | +2.2% | -1.6% | +3.7% | +2.8% |
| 3M | +32.3% | +3.5% | +28.8% | +28.8% |
| 6M | +19.1% | -13.4% | +32.5% | +26.7% |
| YTD | -6.5% | -16.5% | +10.0% | +1.0% |
| 1Y | -14.9% | -30.6% | +15.7% | +1.6% |
| 3Y | +151.9% | -21.9% | +173.8% | +161.2% |
| 5Y | +9.4% | -6.3% | +15.7% | -5.6% |
| All | +11.7% | -0.9% | +12.6% | -8.7% |
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