+176.5%
DLR vs VRSK
+126.1%
+50.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +0.1% | -5.2% | +5.3% | +2.2% |
| 30D | -4.3% | -2.3% | -2.0% | -3.7% |
| 3M | +3.8% | -2.9% | +6.7% | +3.8% |
| 6M | +5.8% | -12.8% | +18.6% | +10.0% |
| YTD | +23.5% | -20.8% | +44.4% | +33.3% |
| 1Y | +11.1% | -33.2% | +44.3% | +29.8% |
| 3Y | +57.9% | -26.6% | +84.5% | +69.9% |
| 5Y | +44.0% | -11.3% | +55.3% | +36.7% |
| All | +176.5% | +126.1% | +50.4% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling