-9.2%
VRSK vs RRC
+44.7%
-53.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +0.6% |
| 7D | +4.2% | -6.8% | +11.0% | +4.6% |
| 30D | +21.2% | +34.7% | -13.6% | +18.1% |
| 3M | +2.9% | +31.5% | -28.6% | +0.4% |
| 6M | +11.3% | +21.8% | -10.4% | +9.2% |
| YTD | -10.8% | +48.9% | -59.7% | -14.0% |
| 1Y | -9.2% | +42.1% | -51.3% | -11.7% |
| All | -9.2% | +44.7% | -53.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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