+662.1%
RTX vs VRSK
+593.4%
+68.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.2% |
| 7D | -1.6% | -5.4% | +3.8% | +0.4% |
| 30D | -11.6% | -1.8% | -9.8% | -11.2% |
| 3M | +9.2% | -2.2% | +11.4% | +9.1% |
| 6M | -4.4% | -14.9% | +10.5% | +0.2% |
| YTD | +8.9% | -20.0% | +28.9% | +16.4% |
| 1Y | +32.1% | -33.1% | +65.3% | +51.5% |
| 3Y | +151.2% | -25.6% | +176.9% | +169.2% |
| 5Y | +162.9% | -10.1% | +173.0% | +151.7% |
| 10Y | +283.9% | +128.4% | +155.5% | +139.1% |
| All | +662.1% | +593.4% | +68.7% | +206.8% |
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