-98.3%
DFNS vs VRSK
-30.3%
-68.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | -16.0% | -3.1% | -12.9% | -15.5% |
| 30D | -77.7% | -1.6% | -76.1% | -77.6% |
| 3M | -77.2% | +3.5% | -80.7% | -76.2% |
| 6M | -95.2% | -13.4% | -81.8% | -94.9% |
| YTD | -98.0% | -16.5% | -81.5% | -97.9% |
| 1Y | -98.3% | -30.6% | -67.7% | -98.2% |
| All | -98.3% | -30.3% | -68.0% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling