+4.3%
DT vs VRSK
-30.3%
+34.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.6% |
| 7D | -3.3% | -3.1% | -0.2% | -2.0% |
| 30D | +2.0% | -1.6% | +3.6% | +2.5% |
| 3M | +20.0% | +3.5% | +16.5% | +16.9% |
| 6M | +39.3% | -13.4% | +52.7% | +43.3% |
| YTD | +19.8% | -16.5% | +36.3% | +25.3% |
| 1Y | +4.3% | -30.6% | +34.9% | +18.5% |
| All | +4.3% | -30.3% | +34.5% | +18.5% |
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