-99.9%
DFNS vs VRSK
-26.5%
-73.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | -6.3% | -5.2% | -1.2% | -8.9% |
| 30D | -74.0% | -2.3% | -71.6% | -74.1% |
| 3M | -70.1% | -2.9% | -67.2% | -69.7% |
| 6M | -93.9% | -12.8% | -81.1% | -94.4% |
| YTD | -98.1% | -20.8% | -77.3% | -98.5% |
| 1Y | -98.3% | -33.2% | -65.1% | -99.0% |
| 3Y | -99.9% | -26.6% | -73.3% | -99.9% |
| All | -99.9% | -26.5% | -73.4% | -99.9% |
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 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