+803.1%
ON vs VRSK
+593.4%
+209.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.8% |
| 7D | -1.9% | -5.4% | +3.5% | +0.8% |
| 30D | -11.0% | -1.8% | -9.3% | -10.7% |
| 3M | -39.3% | -2.2% | -37.1% | -40.6% |
| 6M | +19.8% | -14.9% | +34.7% | +24.7% |
| YTD | +31.1% | -20.0% | +51.1% | +39.8% |
| 1Y | +46.0% | -33.1% | +79.1% | +71.5% |
| 3Y | -27.5% | -25.6% | -1.9% | -23.9% |
| 5Y | +56.9% | -10.1% | +67.0% | +43.1% |
| 10Y | +591.8% | +128.4% | +463.4% | +255.8% |
| All | +803.1% | +593.4% | +209.7% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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