-26.6%
VRSK vs ROP
-19.1%
-7.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -4.6% | -0.6% | -2.6% |
| 30D | -2.3% | -1.7% | -0.6% | -1.3% |
| 3M | -2.9% | +17.1% | -20.0% | -10.5% |
| 6M | -12.8% | +10.9% | -23.7% | -17.4% |
| YTD | -20.8% | -12.1% | -8.7% | -16.8% |
| 1Y | -33.2% | -24.2% | -9.0% | -24.8% |
| 3Y | -26.6% | -20.4% | -6.2% | -22.0% |
| All | -26.6% | -19.1% | -7.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling