-33.2%
VRSK vs RL
+8.8%
-42.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -5.2% | -3.4% | -1.7% | -5.4% |
| 30D | -2.3% | -14.4% | +12.1% | -3.5% |
| 3M | -2.9% | -13.6% | +10.6% | -3.9% |
| 6M | -12.8% | +0.6% | -13.4% | -13.2% |
| YTD | -20.8% | -3.6% | -17.2% | -21.1% |
| 1Y | -33.2% | +8.3% | -41.6% | -32.6% |
| All | -33.2% | +8.8% | -42.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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