-26.6%
VRSK vs DAR
+5.7%
-32.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -5.2% | -0.1% | -5.0% | -5.2% |
| 30D | -2.3% | +2.6% | -5.0% | -2.4% |
| 3M | -2.9% | +14.2% | -17.2% | -3.2% |
| 6M | -12.8% | +17.2% | -30.0% | -13.1% |
| YTD | -20.8% | +80.9% | -101.7% | -21.7% |
| 1Y | -33.2% | +104.0% | -137.2% | -34.2% |
| 3Y | -26.6% | +3.6% | -30.2% | -22.6% |
| All | -26.6% | +5.7% | -32.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling