+587.8%
VRSK vs DRI
+1,098.2%
-510.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.8% |
| 7D | -5.4% | -4.8% | -0.6% | -4.4% |
| 30D | -1.8% | -3.9% | +2.2% | -1.0% |
| 3M | -2.2% | +5.1% | -7.3% | -3.5% |
| 6M | -14.9% | +5.5% | -20.4% | -16.3% |
| YTD | -20.0% | +16.5% | -36.5% | -23.3% |
| 1Y | -33.1% | +2.0% | -35.1% | -34.1% |
| 3Y | -25.6% | +54.5% | -80.1% | -34.3% |
| 5Y | -10.1% | +66.6% | -76.7% | -22.9% |
| 10Y | +128.4% | +353.6% | -225.2% | +42.3% |
| All | +587.8% | +1,098.2% | -510.4% | +243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling