-50.6%
ORCL vs VRSK
-32.3%
-18.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -5.4% | -5.2% | -0.2% | -5.8% |
| 30D | -2.0% | -2.3% | +0.4% | -2.2% |
| 3M | -18.1% | -2.9% | -15.2% | -19.2% |
| 6M | -7.2% | -12.8% | +5.6% | -9.1% |
| YTD | -22.2% | -20.8% | -1.3% | -26.5% |
| 1Y | -50.6% | -33.2% | -17.4% | -57.0% |
| All | -50.6% | -32.3% | -18.3% | -57.0% |
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