+587.8%
VRSK vs ROP
+794.9%
-207.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +2.1% |
| 7D | -5.4% | -6.1% | +0.7% | -2.2% |
| 30D | -1.8% | -3.4% | +1.6% | +0.1% |
| 3M | -2.2% | +16.7% | -18.9% | -9.7% |
| 6M | -14.9% | +8.1% | -23.0% | -18.2% |
| YTD | -20.0% | -11.7% | -8.3% | -15.3% |
| 1Y | -33.1% | -24.2% | -8.9% | -23.6% |
| 3Y | -25.6% | -19.0% | -6.7% | -18.6% |
| 5Y | -10.1% | -15.9% | +5.7% | -4.1% |
| 10Y | +128.4% | +135.7% | -7.3% | +55.8% |
| All | +587.8% | +794.9% | -207.1% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling