+578.1%
VRSK vs RL
+507.5%
+70.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.4% |
| 7D | -9.7% | +1.9% | -11.6% | -10.0% |
| 30D | -8.5% | -12.2% | +3.7% | -6.7% |
| 3M | -1.7% | -6.6% | +5.0% | -0.9% |
| 6M | -17.9% | +3.2% | -21.0% | -19.0% |
| YTD | -21.1% | -1.3% | -19.8% | -21.8% |
| 1Y | -35.1% | +13.6% | -48.7% | -37.3% |
| 3Y | -26.7% | +210.9% | -237.6% | -42.3% |
| 5Y | -12.0% | +246.9% | -258.9% | -33.7% |
| 10Y | +122.9% | +310.1% | -187.2% | +53.0% |
| All | +578.1% | +507.5% | +70.6% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling