-30.6%
VRSK vs DRI
+6.9%
-37.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -1.6% | +3.8% | -5.4% | -1.9% |
| 3M | +3.5% | +13.0% | -9.5% | +2.8% |
| 6M | -13.4% | +8.3% | -21.7% | -14.0% |
| YTD | -16.5% | +20.6% | -37.1% | -18.0% |
| 1Y | -30.6% | +6.5% | -37.0% | -30.4% |
| All | -30.6% | +6.9% | -37.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling