-4.8%
VRSK vs DECK
+9.7%
-14.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.4% |
| 7D | -0.4% | +6.4% | -6.8% | -1.1% |
| 30D | +12.9% | +9.1% | +3.8% | +11.8% |
| 3M | +4.9% | -7.2% | +12.1% | +5.1% |
| 6M | +17.3% | -9.9% | +27.3% | +18.1% |
| YTD | -9.6% | -12.8% | +3.2% | -8.8% |
| All | -4.8% | +9.7% | -14.5% | -5.6% |
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