+541.3%
VRSK vs DG
+560.3%
-19.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.2% | -6.5% | +1.3% | -4.0% |
| 30D | -2.3% | +4.2% | -6.5% | -3.1% |
| 3M | -2.9% | +9.5% | -12.4% | -4.5% |
| 6M | -12.8% | -13.1% | +0.3% | -10.8% |
| YTD | -20.8% | -4.8% | -16.0% | -20.5% |
| 1Y | -33.2% | +20.6% | -53.8% | -36.0% |
| 3Y | -26.6% | +4.9% | -31.5% | -30.4% |
| 5Y | -11.3% | -37.9% | +26.5% | -6.6% |
| 10Y | +126.1% | +102.2% | +23.9% | +93.1% |
| All | +541.3% | +560.3% | -19.1% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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