-30.6%
VRSK vs RMD
-14.6%
-16.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | -5.0% | +1.9% | -2.4% |
| 30D | -1.6% | +2.2% | -3.8% | -1.9% |
| 3M | +3.5% | +17.8% | -14.4% | +0.8% |
| 6M | -13.4% | -11.3% | -2.0% | -13.4% |
| YTD | -16.5% | -4.4% | -12.1% | -17.8% |
| 1Y | -30.6% | -15.7% | -14.9% | -30.2% |
| All | -30.6% | -14.6% | -16.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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