-38.7%
DOCS vs VRSK
+23.1%
-61.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -0.3% |
| 7D | -0.8% | +4.2% | -5.0% | -3.4% |
| 30D | +17.4% | +21.3% | -3.9% | +4.5% |
| 3M | +57.4% | +8.1% | +49.2% | +49.8% |
| 6M | +26.5% | +20.3% | +6.2% | +13.8% |
| YTD | -26.6% | -7.8% | -18.8% | -25.0% |
| 1Y | -48.1% | -2.9% | -45.1% | -48.3% |
| 3Y | +52.6% | -9.4% | +62.0% | +45.8% |
| 5Y | -52.1% | -1.3% | -50.8% | -57.9% |
| All | -38.7% | +23.1% | -61.8% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling