-99.9%
DFNS vs VRSK
+2.2%
-102.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.1% | -4.2% |
| 7D | +4.6% | -5.4% | +10.0% | +3.0% |
| 30D | -73.9% | -1.8% | -72.1% | -73.9% |
| 3M | -71.7% | -2.2% | -69.5% | -71.5% |
| 6M | -94.6% | -14.9% | -79.7% | -94.8% |
| YTD | -98.1% | -20.0% | -78.1% | -98.2% |
| 1Y | -98.3% | -33.1% | -65.2% | -98.6% |
| 3Y | -99.9% | -25.6% | -74.2% | -99.9% |
| 5Y | -99.9% | -10.1% | -89.7% | -99.9% |
| All | -99.9% | +2.2% | -102.0% | -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 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