-11.3%
VRSK vs DRI
+63.6%
-74.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -7.7% | -4.8% | -2.9% | -6.8% |
| 30D | -2.8% | -5.2% | +2.4% | -1.9% |
| 3M | -3.7% | +2.7% | -6.4% | -4.5% |
| 6M | -12.8% | +3.6% | -16.4% | -13.8% |
| YTD | -21.0% | +15.4% | -36.4% | -24.2% |
| 1Y | -32.5% | +1.3% | -33.7% | -33.2% |
| 3Y | -26.5% | +53.1% | -79.6% | -36.1% |
| All | -11.3% | +63.6% | -74.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling