+578.1%
VRSK vs RCAT
-99.5%
+677.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.9% | -9.4% | -5.6% |
| 7D | -9.7% | +5.4% | -15.1% | -9.7% |
| 30D | -8.5% | -5.6% | -2.9% | -8.5% |
| 3M | -1.7% | -30.2% | +28.5% | -1.6% |
| 6M | -17.9% | -43.4% | +25.5% | -17.8% |
| YTD | -21.1% | +9.6% | -30.8% | -21.2% |
| 1Y | -35.1% | -2.0% | -33.2% | -35.2% |
| 3Y | -26.7% | +825.0% | -851.7% | -27.2% |
| 5Y | -12.0% | +199.8% | -211.9% | -12.6% |
| 10Y | +122.9% | -98.4% | +221.3% | +118.5% |
| All | +578.1% | -99.5% | +677.6% | +627.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling