-47.3%
DOCS vs VRSK
-8.8%
-38.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.1% |
| 7D | +1.2% | +4.2% | -3.0% | -1.7% |
| 30D | +21.3% | +21.2% | +0.1% | +5.4% |
| 3M | +58.4% | +2.9% | +55.5% | +54.4% |
| 6M | +39.3% | +11.3% | +28.0% | +26.5% |
| YTD | -21.7% | -10.8% | -10.9% | -20.9% |
| 1Y | -47.3% | -9.2% | -38.2% | -47.4% |
| All | -47.3% | -8.8% | -38.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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