+25.0%
ORCL vs VRSK
-26.6%
+51.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.4% |
| 7D | -0.7% | -7.7% | +7.0% | -0.8% |
| 30D | +5.1% | -2.8% | +8.0% | +5.1% |
| 3M | -23.7% | -3.7% | -20.0% | -24.4% |
| 6M | +3.1% | -12.8% | +15.9% | +2.7% |
| YTD | -20.8% | -21.0% | +0.2% | -21.0% |
| 1Y | -52.9% | -32.5% | -20.4% | -52.3% |
| All | +25.0% | -26.6% | +51.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling