+164.6%
VRSK vs DECK
+753.0%
-588.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +15.1% | +4.8% | +10.3% | +14.1% |
| 3M | +12.1% | -6.9% | +19.0% | +13.1% |
| 6M | +29.4% | -7.6% | +37.0% | +30.5% |
| YTD | -6.4% | -16.3% | +9.9% | -4.9% |
| 1Y | -3.6% | +4.5% | -8.0% | -5.5% |
| 3Y | -10.9% | -17.1% | +6.2% | -14.6% |
| 5Y | -0.5% | +21.9% | -22.4% | -14.6% |
| All | +164.6% | +753.0% | -588.4% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling