-30.6%
VRSK vs ROP
-21.5%
-9.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.0% | -0.5% |
| 7D | -3.1% | -4.4% | +1.3% | -0.6% |
| 30D | -1.6% | +3.2% | -4.8% | -3.3% |
| 3M | +3.5% | +23.1% | -19.6% | -7.4% |
| 6M | -13.4% | +13.3% | -26.7% | -19.9% |
| YTD | -16.5% | -7.9% | -8.7% | -18.1% |
| 1Y | -30.6% | -22.1% | -8.5% | -29.1% |
| All | -30.6% | -21.5% | -9.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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