-9.2%
VRSK vs RIO
+29.3%
-38.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +1.6% |
| 7D | +4.2% | -1.6% | +5.8% | +3.7% |
| 30D | +21.2% | -11.6% | +32.8% | +16.8% |
| 3M | +2.9% | -12.7% | +15.6% | -0.9% |
| 6M | +11.3% | -12.4% | +23.7% | +8.5% |
| YTD | -10.8% | +11.0% | -21.8% | -7.7% |
| 1Y | -9.2% | +30.8% | -40.0% | -0.7% |
| All | -9.2% | +29.3% | -38.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling