-11.5%
VRSK vs RY
+135.2%
-146.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -7.7% | -2.9% | -4.9% | -7.0% |
| 30D | -2.8% | -2.0% | -0.8% | -2.4% |
| 3M | -3.7% | +4.9% | -8.6% | -5.4% |
| 6M | -12.8% | +26.1% | -38.9% | -19.6% |
| YTD | -21.0% | +22.4% | -43.3% | -26.6% |
| 1Y | -32.5% | +44.7% | -77.2% | -41.3% |
| 3Y | -26.5% | +155.7% | -182.2% | -49.8% |
| 5Y | -11.5% | +137.7% | -149.2% | -38.6% |
| All | -11.5% | +135.2% | -146.7% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling