+692.7%
VRSK vs DECK
+1,848.3%
-1,155.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | +4.2% | +5.8% | -1.5% | +3.4% |
| 30D | +21.3% | +7.9% | +13.4% | +20.0% |
| 3M | +8.1% | -11.4% | +19.5% | +9.7% |
| 6M | +20.3% | -16.6% | +36.9% | +22.9% |
| YTD | -7.8% | -16.4% | +8.5% | -6.5% |
| 1Y | -2.9% | +8.6% | -11.6% | -5.0% |
| 3Y | -9.4% | -15.1% | +5.7% | -12.0% |
| 5Y | -1.3% | +22.9% | -24.1% | -11.4% |
| 10Y | +163.9% | +895.7% | -731.8% | +75.3% |
| All | +692.7% | +1,848.3% | -1,155.6% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling