-27.1%
RKT vs VRSK
-2.2%
-24.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.3% | -5.2% | -1.1% | -4.3% |
| 30D | -6.2% | -2.3% | -3.9% | -5.5% |
| 3M | -1.9% | -2.9% | +1.1% | -1.2% |
| 6M | -13.0% | -12.8% | -0.2% | -8.9% |
| YTD | -31.9% | -20.8% | -11.1% | -26.0% |
| 1Y | -37.6% | -33.2% | -4.3% | -25.7% |
| 3Y | +36.8% | -26.6% | +63.4% | +47.8% |
| 5Y | -9.7% | -11.3% | +1.6% | -18.3% |
| All | -27.1% | -2.2% | -24.9% | -35.5% |
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