+20.3%
VRSK vs DECK
-15.8%
+36.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | +4.2% | +5.8% | -1.5% | +2.3% |
| 30D | +21.3% | +7.9% | +13.4% | +18.3% |
| 3M | +8.1% | -11.4% | +19.5% | +11.9% |
| 6M | +20.3% | -16.6% | +36.9% | +27.6% |
| All | +20.3% | -15.8% | +36.1% | +27.6% |
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 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