+133.7%
VRSK vs DECK
+739.5%
-605.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.8% |
| 7D | -3.1% | -2.2% | -0.9% | -2.8% |
| 30D | -1.6% | -13.6% | +12.0% | +0.5% |
| 3M | +3.5% | -21.2% | +24.7% | +7.1% |
| 6M | -13.4% | -21.1% | +7.7% | -10.8% |
| YTD | -16.5% | -17.2% | +0.7% | -14.9% |
| 1Y | -30.6% | -30.7% | +0.2% | -27.6% |
| 3Y | -21.9% | -3.4% | -18.5% | -27.6% |
| 5Y | -6.3% | +25.5% | -31.8% | -20.0% |
| All | +133.7% | +739.5% | -605.8% | +49.7% |
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