+719.3%
VRSK vs DECK
+1,871.4%
-1,152.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.1% |
| 7D | +10.9% | +6.0% | +4.9% | +10.0% |
| 30D | +28.0% | +7.4% | +20.6% | +26.7% |
| 3M | +12.3% | -11.7% | +24.0% | +14.0% |
| 6M | +17.8% | -11.0% | +28.8% | +19.3% |
| YTD | -4.7% | -15.4% | +10.7% | -3.5% |
| 1Y | -0.2% | +7.2% | -7.5% | -2.2% |
| 3Y | -6.3% | -11.8% | +5.6% | -9.5% |
| 5Y | +2.1% | +24.3% | -22.3% | -8.6% |
| 10Y | +172.8% | +907.5% | -734.8% | +80.9% |
| All | +719.3% | +1,871.4% | -1,152.1% | +375.4% |
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