-53.9%
DOCS vs VRSK
+5.3%
-59.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.5% | -1.8% | -4.1% |
| 7D | -7.3% | -9.7% | +2.4% | -1.7% |
| 30D | -10.9% | -8.5% | -2.4% | -6.0% |
| 3M | +20.3% | -1.7% | +22.0% | +21.7% |
| 6M | -3.6% | -17.9% | +14.3% | +6.5% |
| YTD | -44.9% | -21.1% | -23.7% | -37.9% |
| 1Y | -64.9% | -35.1% | -29.7% | -56.4% |
| 3Y | +7.6% | -26.7% | +34.3% | +18.2% |
| 5Y | -74.0% | -12.0% | -61.9% | -76.1% |
| All | -53.9% | +5.3% | -59.3% | -62.5% |
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