+770.1%
RIOT vs VRSK
+134.3%
+635.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -4.5% |
| 7D | -0.9% | -7.7% | +6.8% | +2.9% |
| 30D | +3.5% | -2.8% | +6.3% | +4.3% |
| 3M | -13.0% | -3.7% | -9.3% | -14.6% |
| 6M | +43.1% | -12.8% | +55.9% | +45.5% |
| YTD | +65.4% | -21.0% | +86.3% | +77.5% |
| 1Y | +27.7% | -32.5% | +60.2% | +51.0% |
| 3Y | +91.3% | -26.5% | +117.9% | +98.0% |
| 5Y | -29.3% | -11.5% | -17.8% | -36.6% |
| 10Y | +496.3% | +125.7% | +370.6% | +222.5% |
| All | +770.1% | +134.3% | +635.8% | +365.0% |
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