+114.1%
DT vs VRSK
+22.7%
+91.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.6% | -5.2% | +3.6% | +1.6% |
| 30D | +3.0% | -2.3% | +5.4% | +4.5% |
| 3M | +26.5% | -2.9% | +29.4% | +27.2% |
| 6M | +35.9% | -12.8% | +48.7% | +45.6% |
| YTD | +17.8% | -20.8% | +38.7% | +33.8% |
| 1Y | +4.1% | -33.2% | +37.3% | +30.9% |
| 3Y | +5.3% | -26.6% | +31.9% | +19.3% |
| 5Y | -27.2% | -11.3% | -15.8% | -29.0% |
| All | +114.1% | +22.7% | +91.4% | +67.0% |
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