+124.0%
VRSK vs ROP
+135.6%
-11.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -4.6% | -0.6% | -2.3% |
| 30D | -2.3% | -1.7% | -0.6% | -1.2% |
| 3M | -2.9% | +17.1% | -20.0% | -11.8% |
| 6M | -12.8% | +10.9% | -23.7% | -18.1% |
| YTD | -20.8% | -12.1% | -8.7% | -15.1% |
| 1Y | -33.2% | -24.2% | -9.0% | -21.8% |
| 3Y | -26.6% | -20.4% | -6.2% | -17.9% |
| 5Y | -11.3% | -15.4% | +4.1% | -5.6% |
| All | +124.0% | +135.6% | -11.7% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling