+587.8%
VRSK vs DAR
+860.3%
-272.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -1.8% | +7.4% | -9.2% | -2.9% |
| 3M | -2.2% | +15.7% | -17.9% | -4.7% |
| 6M | -14.9% | +30.0% | -44.9% | -18.7% |
| YTD | -20.0% | +87.5% | -107.5% | -27.8% |
| 1Y | -33.1% | +113.4% | -146.5% | -41.1% |
| 3Y | -25.6% | +15.3% | -40.9% | -29.5% |
| 5Y | -10.1% | -4.3% | -5.8% | -14.1% |
| 10Y | +128.4% | +380.2% | -251.7% | +54.7% |
| All | +587.8% | +860.3% | -272.5% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling