-30.6%
VRSK vs RRX
+14.9%
-45.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -3.1% | +3.4% | -6.6% | -2.4% |
| 30D | -1.6% | -11.1% | +9.6% | -3.9% |
| 3M | +3.5% | -23.7% | +27.2% | -1.0% |
| 6M | -13.4% | -22.0% | +8.6% | -15.6% |
| YTD | -16.5% | +16.5% | -33.0% | -13.0% |
| 1Y | -30.6% | +11.5% | -42.1% | -28.7% |
| All | -30.6% | +14.9% | -45.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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