-11.5%
VRSK vs RBA
+36.6%
-48.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -7.7% | -3.3% | -4.5% | -7.1% |
| 30D | -2.8% | -9.8% | +7.0% | -0.7% |
| 3M | -3.7% | -23.5% | +19.8% | +1.6% |
| 6M | -12.8% | -21.5% | +8.8% | -8.6% |
| YTD | -21.0% | -21.2% | +0.2% | -17.9% |
| 1Y | -32.5% | -30.2% | -2.3% | -27.9% |
| 3Y | -26.5% | +25.3% | -51.9% | -31.8% |
| 5Y | -11.5% | +35.1% | -46.6% | -21.7% |
| All | -11.5% | +36.6% | -48.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling