+333.1%
RCL vs VRSK
+126.1%
+207.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.9% | -5.2% | +3.3% | +0.5% |
| 30D | -15.5% | -2.3% | -13.2% | -14.9% |
| 3M | -9.7% | -2.9% | -6.7% | -9.3% |
| 6M | -8.7% | -12.8% | +4.1% | -4.3% |
| YTD | -5.8% | -20.8% | +15.1% | +3.1% |
| 1Y | -24.5% | -33.2% | +8.8% | -9.2% |
| 3Y | +173.9% | -26.6% | +200.5% | +200.7% |
| 5Y | +228.0% | -11.3% | +239.3% | +212.2% |
| All | +333.1% | +126.1% | +207.0% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling