+587.8%
VRSK vs RY
+637.7%
-49.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.8% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | -1.8% | -1.9% | +0.1% | -1.2% |
| 3M | -2.2% | +5.1% | -7.4% | -4.5% |
| 6M | -14.9% | +28.2% | -43.1% | -23.4% |
| YTD | -20.0% | +22.9% | -42.9% | -27.0% |
| 1Y | -33.1% | +45.5% | -78.6% | -43.1% |
| 3Y | -25.6% | +156.7% | -182.3% | -50.4% |
| 5Y | -10.1% | +137.7% | -147.8% | -38.7% |
| 10Y | +128.4% | +375.5% | -247.1% | +17.8% |
| All | +587.8% | +637.7% | -49.9% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling