+11.8%
DOCS vs VRSK
-22.3%
+34.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.2% | -1.7% |
| 7D | -1.4% | -3.1% | +1.7% | -0.1% |
| 30D | +21.8% | -1.6% | +23.4% | +22.9% |
| 3M | +27.3% | +3.5% | +23.8% | +26.0% |
| 6M | -0.3% | -13.4% | +13.0% | +2.1% |
| YTD | -40.5% | -16.5% | -24.0% | -39.0% |
| 1Y | -61.5% | -30.6% | -31.0% | -59.4% |
| All | +11.8% | -22.3% | +34.1% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling