-2.5%
ROL vs VRSK
-11.9%
+9.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -3.2% | -7.7% | +4.5% | -0.5% |
| 30D | -6.6% | -2.8% | -3.8% | -5.9% |
| 3M | -27.3% | -3.7% | -23.6% | -26.8% |
| 6M | -38.1% | -12.8% | -25.3% | -35.6% |
| YTD | -41.8% | -21.0% | -20.8% | -37.0% |
| 1Y | -37.8% | -32.5% | -5.3% | -27.8% |
| 3Y | -0.3% | -26.5% | +26.2% | +10.1% |
| All | -2.5% | -11.9% | +9.5% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling