+54.2%
RGTI vs VRSK
-1.8%
+56.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.5% | -5.2% | +5.6% | +0.6% |
| 30D | -17.1% | -2.3% | -14.8% | -17.1% |
| 3M | -26.0% | -2.9% | -23.1% | -26.6% |
| 6M | -9.9% | -12.8% | +2.9% | -9.0% |
| YTD | -31.1% | -20.8% | -10.2% | -29.3% |
| 1Y | -8.5% | -33.2% | +24.7% | -2.9% |
| 3Y | +652.2% | -26.6% | +678.8% | +636.4% |
| 5Y | +56.8% | -11.3% | +68.1% | +32.8% |
| All | +54.2% | -1.8% | +56.0% | +30.4% |
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