+667.4%
RSP vs VRSK
+583.6%
+83.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +1.2% |
| 7D | -0.4% | -9.7% | +9.3% | +3.6% |
| 30D | -1.5% | -8.5% | +7.0% | +1.7% |
| 3M | +4.8% | -1.7% | +6.5% | +4.5% |
| 6M | +10.3% | -17.9% | +28.2% | +17.6% |
| YTD | +14.1% | -21.1% | +35.2% | +22.9% |
| 1Y | +17.0% | -35.1% | +52.2% | +36.8% |
| 3Y | +54.2% | -26.7% | +80.9% | +67.0% |
| 5Y | +51.5% | -12.0% | +63.5% | +47.9% |
| 10Y | +204.4% | +122.9% | +81.5% | +95.0% |
| All | +667.4% | +583.6% | +83.8% | +213.5% |
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