-41.6%
ORCL vs VRSK
-1.3%
-40.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | +8.0% | +1.6% | +6.4% | +8.3% |
| 30D | -4.0% | +15.1% | -19.1% | -2.2% |
| 3M | -19.5% | +12.1% | -31.5% | -17.8% |
| 6M | -33.5% | +29.4% | -62.9% | -35.0% |
| YTD | -34.8% | -6.4% | -28.5% | -33.3% |
| 1Y | -41.6% | -3.6% | -38.0% | -38.7% |
| All | -41.6% | -1.3% | -40.3% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling