+42.7%
ORCL vs VRSK
-0.4%
+43.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.0% | +1.6% | +6.4% | +7.8% |
| 30D | -4.0% | +15.1% | -19.1% | -6.0% |
| 3M | -19.5% | +12.1% | -31.5% | -21.0% |
| 6M | -33.5% | +29.4% | -62.9% | -37.8% |
| YTD | -34.8% | -6.4% | -28.5% | -34.0% |
| 1Y | -41.6% | -3.6% | -38.0% | -41.4% |
| 3Y | +13.8% | -10.9% | +24.7% | +11.3% |
| All | +42.7% | -0.4% | +43.1% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling