-11.5%
VRSK vs RL
+223.8%
-235.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -7.7% | -2.2% | -5.5% | -7.5% |
| 30D | -2.8% | -15.3% | +12.5% | -1.3% |
| 3M | -3.7% | -10.3% | +6.6% | -2.9% |
| 6M | -12.8% | -2.2% | -10.5% | -13.2% |
| YTD | -21.0% | -4.3% | -16.7% | -21.2% |
| 1Y | -32.5% | +8.9% | -41.3% | -33.9% |
| 3Y | -26.5% | +201.4% | -228.0% | -41.7% |
| 5Y | -11.5% | +230.6% | -242.1% | -33.8% |
| All | -11.5% | +223.8% | -235.3% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling