+1,339.4%
ROK vs VRSK
+585.1%
+754.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -1.6% | -7.7% | +6.1% | +2.0% |
| 30D | -5.4% | -2.8% | -2.6% | -4.6% |
| 3M | -4.0% | -3.7% | -0.2% | -3.9% |
| 6M | +13.3% | -12.8% | +26.1% | +17.5% |
| YTD | +9.3% | -21.0% | +30.3% | +18.2% |
| 1Y | +25.8% | -32.5% | +58.3% | +46.7% |
| 3Y | +49.1% | -26.5% | +75.6% | +61.6% |
| 5Y | +45.9% | -11.5% | +57.4% | +40.2% |
| 10Y | +349.9% | +125.7% | +224.2% | +154.4% |
| All | +1,339.4% | +585.1% | +754.3% | +312.1% |
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