-11.3%
VRSK vs RRC
+146.6%
-157.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -7.7% | -1.2% | -6.6% | -7.7% |
| 30D | -2.8% | +3.0% | -5.8% | -3.0% |
| 3M | -3.7% | +7.3% | -11.0% | -4.2% |
| 6M | -12.8% | +3.6% | -16.3% | -13.1% |
| YTD | -21.0% | +19.4% | -40.3% | -22.0% |
| 1Y | -32.5% | +21.4% | -53.9% | -33.4% |
| 3Y | -26.5% | +32.8% | -59.3% | -28.5% |
| All | -11.3% | +146.6% | -157.8% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling