-26.7%
VRSK vs RL
+199.8%
-226.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -7.7% | -2.2% | -5.5% | -7.7% |
| 30D | -2.8% | -15.3% | +12.5% | -3.0% |
| 3M | -3.7% | -10.3% | +6.6% | -3.8% |
| 6M | -12.8% | -2.2% | -10.5% | -12.9% |
| YTD | -21.0% | -4.3% | -16.7% | -21.1% |
| 1Y | -32.5% | +8.9% | -41.3% | -32.7% |
| All | -26.7% | +199.8% | -226.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling