+115.6%
DT vs VRSK
+22.4%
+93.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | -2.5% | -7.7% | +5.2% | +2.3% |
| 30D | +3.5% | -2.8% | +6.4% | +5.3% |
| 3M | +26.7% | -3.7% | +30.4% | +28.0% |
| 6M | +36.1% | -12.8% | +48.9% | +45.8% |
| YTD | +18.6% | -21.0% | +39.6% | +34.8% |
| 1Y | +7.9% | -32.5% | +40.4% | +34.7% |
| 3Y | +8.6% | -26.5% | +35.1% | +22.9% |
| 5Y | -26.7% | -11.5% | -15.2% | -28.4% |
| All | +115.6% | +22.4% | +93.1% | +68.3% |
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 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