+1,271.5%
RCL vs VRSK
+583.6%
+687.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | +2.7% |
| 7D | -0.5% | -9.7% | +9.3% | +5.0% |
| 30D | -17.3% | -8.5% | -8.8% | -13.7% |
| 3M | -2.8% | -1.7% | -1.1% | -3.1% |
| 6M | -4.4% | -17.9% | +13.5% | +4.0% |
| YTD | -4.2% | -21.1% | +17.0% | +5.5% |
| 1Y | -23.4% | -35.1% | +11.8% | -5.5% |
| 3Y | +179.4% | -26.7% | +206.1% | +208.7% |
| 5Y | +238.8% | -12.0% | +250.8% | +227.5% |
| 10Y | +350.2% | +122.9% | +227.3% | +134.1% |
| All | +1,271.5% | +583.6% | +687.9% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling