+13.3%
ROK vs VRSK
-15.2%
+28.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.4% |
| 7D | -1.6% | -7.7% | +6.1% | -3.4% |
| 30D | -5.4% | -2.8% | -2.6% | -5.9% |
| 3M | -4.0% | -3.7% | -0.2% | -3.7% |
| 6M | +13.3% | -12.8% | +26.1% | +12.3% |
| All | +13.3% | -15.2% | +28.6% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling