-25.8%
VRSK vs RY
+155.7%
-181.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -1.8% | -1.9% | +0.1% | -1.5% |
| 3M | -2.2% | +5.1% | -7.4% | -3.3% |
| 6M | -14.9% | +28.2% | -43.1% | -19.4% |
| YTD | -20.0% | +22.9% | -42.9% | -23.6% |
| 1Y | -33.1% | +45.5% | -78.6% | -39.6% |
| All | -25.8% | +155.7% | -181.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling