+173.5%
RTX vs VRSK
-26.6%
+200.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.0% | -7.7% | +5.7% | -1.1% |
| 30D | -11.2% | -2.8% | -8.4% | -11.0% |
| 3M | +12.0% | -3.7% | +15.8% | +12.3% |
| 6M | -3.6% | -12.8% | +9.2% | -2.0% |
| YTD | +9.2% | -21.0% | +30.2% | +12.7% |
| 1Y | +29.7% | -32.5% | +62.2% | +37.6% |
| All | +173.5% | -26.6% | +200.1% | +189.9% |
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