-26.6%
VRSK vs RBA
+29.8%
-56.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.5% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -2.3% | -2.9% | +0.6% | -1.8% |
| 3M | -2.9% | -20.9% | +18.0% | +1.1% |
| 6M | -12.8% | -17.7% | +4.9% | -9.9% |
| YTD | -20.8% | -18.2% | -2.6% | -19.0% |
| 1Y | -33.2% | -29.1% | -4.1% | -29.6% |
| 3Y | -26.6% | +29.5% | -56.1% | -30.3% |
| All | -26.6% | +29.8% | -56.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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