-11.1%
VRSK vs RIO
+91.0%
-102.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -5.2% | -3.2% | -2.0% | -5.1% |
| 30D | -2.3% | +0.9% | -3.2% | -2.4% |
| 3M | -2.9% | -1.4% | -1.5% | -2.7% |
| 6M | -12.8% | +10.9% | -23.7% | -13.6% |
| YTD | -20.8% | +31.2% | -52.0% | -22.9% |
| 1Y | -33.2% | +67.9% | -101.1% | -36.7% |
| 3Y | -26.6% | +88.8% | -115.4% | -32.1% |
| All | -11.1% | +91.0% | -102.1% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling