-11.3%
VRSK vs DAR
-7.2%
-4.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -7.7% | +0.9% | -8.7% | -7.8% |
| 30D | -2.8% | +6.4% | -9.3% | -3.4% |
| 3M | -3.7% | +13.2% | -16.9% | -4.9% |
| 6M | -12.8% | +26.2% | -38.9% | -14.7% |
| YTD | -21.0% | +84.4% | -105.3% | -25.3% |
| 1Y | -32.5% | +112.0% | -144.5% | -37.1% |
| 3Y | -26.5% | +13.4% | -39.9% | -27.0% |
| All | -11.3% | -7.2% | -4.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling