+22.9%
VRSK vs DECK
-11.1%
+33.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +16.1% | +4.9% | +11.2% | +14.2% |
| 3M | +14.1% | -5.8% | +19.9% | +15.9% |
| 6M | +22.9% | -8.6% | +31.4% | +30.9% |
| All | +22.9% | -11.1% | +33.9% | +30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling