+578.1%
VRSK vs RBA
+386.6%
+191.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.6% | -5.1% |
| 7D | -9.7% | -1.1% | -8.7% | -9.5% |
| 30D | -8.5% | -13.2% | +4.7% | -5.5% |
| 3M | -1.7% | -21.4% | +19.7% | +3.6% |
| 6M | -17.9% | -20.9% | +3.0% | -13.8% |
| YTD | -21.1% | -19.9% | -1.3% | -17.9% |
| 1Y | -35.1% | -28.7% | -6.5% | -30.7% |
| 3Y | -26.7% | +27.4% | -54.1% | -32.5% |
| 5Y | -12.0% | +41.7% | -53.8% | -22.8% |
| 10Y | +122.9% | +189.6% | -66.7% | +60.6% |
| All | +578.1% | +386.6% | +191.5% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling