+580.9%
VRSK vs RMD
+1,094.7%
-513.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.2% | -4.4% | -0.7% | -4.0% |
| 30D | -2.3% | -3.1% | +0.8% | -1.5% |
| 3M | -2.9% | +13.8% | -16.7% | -6.4% |
| 6M | -12.8% | -8.6% | -4.2% | -11.2% |
| YTD | -20.8% | -8.6% | -12.2% | -19.6% |
| 1Y | -33.2% | -19.7% | -13.5% | -29.9% |
| 3Y | -26.6% | +48.4% | -75.0% | -37.5% |
| 5Y | -11.3% | -22.7% | +11.4% | -9.8% |
| 10Y | +126.1% | +272.5% | -146.4% | +50.6% |
| All | +580.9% | +1,094.7% | -513.8% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling