-11.1%
VRSK vs DD
+56.1%
-67.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.7% |
| 30D | -2.3% | -11.7% | +9.3% | -0.7% |
| 3M | -2.9% | -9.2% | +6.3% | -1.8% |
| 6M | -12.8% | -7.2% | -5.6% | -12.6% |
| YTD | -20.8% | +6.6% | -27.4% | -23.1% |
| 1Y | -33.2% | +32.0% | -65.2% | -38.2% |
| 3Y | -26.6% | +42.1% | -68.7% | -35.0% |
| All | -11.1% | +56.1% | -67.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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