+587.8%
VRSK vs RRC
-9.9%
+597.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -5.4% | -1.7% | -3.7% | -5.3% |
| 30D | -1.8% | +3.6% | -5.4% | -2.0% |
| 3M | -2.2% | +8.8% | -11.1% | -2.8% |
| 6M | -14.9% | +0.8% | -15.7% | -15.1% |
| YTD | -20.0% | +19.0% | -39.0% | -21.0% |
| 1Y | -33.1% | +22.9% | -56.1% | -34.1% |
| 3Y | -25.6% | +32.3% | -58.0% | -27.6% |
| 5Y | -10.1% | +151.6% | -161.7% | -17.2% |
| 10Y | +128.4% | +5.5% | +122.9% | +108.1% |
| All | +587.8% | -9.9% | +597.7% | +515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling