-33.2%
VRSK vs DRI
+2.4%
-35.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -5.2% | -3.2% | -1.9% | -5.0% |
| 30D | -2.3% | -7.8% | +5.5% | -2.0% |
| 3M | -2.9% | +0.4% | -3.3% | -3.3% |
| 6M | -12.8% | +4.8% | -17.6% | -13.3% |
| YTD | -20.8% | +16.7% | -37.5% | -22.0% |
| 1Y | -33.2% | +1.5% | -34.7% | -32.9% |
| All | -33.2% | +2.4% | -35.6% | -32.9% |
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