+124.0%
VRSK vs DRI
+353.8%
-229.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -5.2% | -3.2% | -1.9% | -4.5% |
| 30D | -2.3% | -7.8% | +5.5% | -0.7% |
| 3M | -2.9% | +0.4% | -3.3% | -3.2% |
| 6M | -12.8% | +4.8% | -17.6% | -14.0% |
| YTD | -20.8% | +16.7% | -37.5% | -24.0% |
| 1Y | -33.2% | +1.5% | -34.7% | -34.0% |
| 3Y | -26.6% | +56.3% | -82.8% | -35.1% |
| 5Y | -11.3% | +66.4% | -77.8% | -23.6% |
| All | +124.0% | +353.8% | -229.9% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling