+1,067.9%
ROL vs VRSK
+593.4%
+474.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -3.3% | -5.4% | +2.1% | -0.9% |
| 30D | -7.2% | -1.8% | -5.5% | -6.7% |
| 3M | -27.0% | -2.2% | -24.7% | -26.8% |
| 6M | -39.5% | -14.9% | -24.6% | -35.9% |
| YTD | -41.8% | -20.0% | -21.8% | -37.1% |
| 1Y | -38.9% | -33.1% | -5.7% | -28.0% |
| 3Y | -0.4% | -25.6% | +25.3% | +9.8% |
| 5Y | -4.2% | -10.1% | +5.9% | -5.4% |
| 10Y | +208.2% | +128.4% | +79.8% | +91.2% |
| All | +1,067.9% | +593.4% | +474.5% | +303.2% |
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 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