-42.2%
RIG vs VRSK
+126.1%
-168.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -5.2% | +2.1% | -1.3% |
| 30D | -0.5% | -2.3% | +1.8% | 0.0% |
| 3M | -6.0% | -2.9% | -3.0% | -6.5% |
| 6M | -10.1% | -12.8% | +2.7% | -7.4% |
| YTD | +37.3% | -20.8% | +58.1% | +46.3% |
| 1Y | +73.9% | -33.2% | +107.1% | +99.1% |
| 3Y | -30.2% | -26.6% | -3.6% | -26.8% |
| 5Y | +62.5% | -11.3% | +73.8% | +47.2% |
| All | -42.2% | +126.1% | -168.3% | -65.5% |
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