+124.0%
VRSK vs RCAT
-98.5%
+222.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -5.2% | -4.9% | -0.3% | -5.1% |
| 30D | -2.3% | -22.9% | +20.6% | -2.2% |
| 3M | -2.9% | -33.7% | +30.8% | -2.8% |
| 6M | -12.8% | -50.7% | +37.9% | -12.7% |
| YTD | -20.8% | +0.4% | -21.2% | -21.0% |
| 1Y | -33.2% | -27.6% | -5.6% | -33.3% |
| 3Y | -26.6% | +753.2% | -779.7% | -27.8% |
| 5Y | -11.3% | +183.3% | -194.6% | -12.7% |
| All | +124.0% | -98.5% | +222.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling