-64.9%
DOCS vs VRSK
-34.5%
-30.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.1% |
| 3M | +20.3% | -1.7% | +22.0% | +22.1% |
| 6M | -3.6% | -17.9% | +14.3% | +1.1% |
| YTD | -44.9% | -21.1% | -23.7% | -43.1% |
| 1Y | -64.9% | -35.1% | -29.7% | -64.1% |
| All | -64.9% | -34.5% | -30.3% | -64.1% |
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