+153.9%
VRSK vs DECK
+938.4%
-784.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.6% |
| 7D | -0.4% | +6.4% | -6.8% | -1.4% |
| 30D | +12.9% | +9.1% | +3.8% | +11.4% |
| 3M | +4.9% | -7.2% | +12.1% | +5.9% |
| 6M | +17.3% | -9.9% | +27.3% | +18.8% |
| YTD | -9.6% | -12.8% | +3.2% | -8.7% |
| 1Y | -5.6% | +10.6% | -16.2% | -8.3% |
| 3Y | -12.9% | -13.8% | +0.9% | -17.0% |
| 5Y | -3.9% | +27.6% | -31.5% | -18.1% |
| 10Y | +153.9% | +887.0% | -733.2% | +58.5% |
| All | +153.9% | +938.4% | -784.6% | +58.5% |
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