+163.1%
RTX vs VRSK
-11.8%
+174.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.5% | -5.2% | +3.6% | -0.6% |
| 30D | -11.0% | -2.3% | -8.6% | -10.7% |
| 3M | +7.7% | -2.9% | +10.6% | +7.8% |
| 6M | -3.9% | -12.8% | +8.9% | -1.8% |
| YTD | +9.0% | -20.8% | +29.8% | +13.6% |
| 1Y | +27.3% | -33.2% | +60.5% | +38.2% |
| 3Y | +172.9% | -26.6% | +199.5% | +186.3% |
| All | +163.1% | -11.8% | +174.9% | +150.0% |
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