+124.0%
VRSK vs RRC
+4.9%
+119.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -5.2% | -1.8% | -3.4% | -5.1% |
| 30D | -2.3% | +2.7% | -5.0% | -2.5% |
| 3M | -2.9% | +8.8% | -11.8% | -3.4% |
| 6M | -12.8% | -1.2% | -11.6% | -12.8% |
| YTD | -20.8% | +17.6% | -38.4% | -21.6% |
| 1Y | -33.2% | +18.4% | -51.6% | -34.0% |
| 3Y | -26.6% | +33.1% | -59.7% | -28.3% |
| 5Y | -11.3% | +148.2% | -159.5% | -17.2% |
| All | +124.0% | +4.9% | +119.1% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling