-1.3%
VRSK vs DECK
+20.9%
-22.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +15.1% | +4.8% | +10.3% | +14.4% |
| 3M | +12.1% | -6.9% | +19.0% | +12.8% |
| 6M | +29.4% | -7.6% | +37.0% | +30.3% |
| YTD | -6.4% | -16.3% | +9.9% | -5.3% |
| 1Y | -3.6% | +4.5% | -8.0% | -4.9% |
| 3Y | -10.9% | -17.1% | +6.2% | -16.1% |
| All | -1.3% | +20.9% | -22.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling