+0.1%
ROL vs VRSK
-26.5%
+26.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | -5.2% | +2.0% | -1.8% |
| 30D | -4.9% | -2.3% | -2.6% | -4.4% |
| 3M | -25.8% | -2.9% | -22.9% | -25.5% |
| 6M | -37.6% | -12.8% | -24.8% | -35.4% |
| YTD | -41.5% | -20.8% | -20.7% | -37.0% |
| 1Y | -39.5% | -33.2% | -6.3% | -30.3% |
| 3Y | +0.1% | -26.6% | +26.7% | +12.1% |
| All | +0.1% | -26.5% | +26.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling