-3.2%
VRSK vs DECK
+8.9%
-12.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.6% | +6.8% | -3.2% | +2.8% |
| 30D | +14.9% | +8.3% | +6.5% | +13.8% |
| 3M | +12.9% | -7.9% | +20.8% | +13.3% |
| 6M | +19.3% | -10.6% | +29.9% | +20.2% |
| YTD | -8.1% | -13.4% | +5.3% | -7.2% |
| 1Y | -3.2% | +12.5% | -15.7% | -3.9% |
| All | -3.2% | +8.9% | -12.1% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling