+52.6%
DOCS vs VRSK
-9.3%
+61.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -0.7% |
| 7D | -0.8% | +4.2% | -5.0% | -2.7% |
| 30D | +17.4% | +21.3% | -3.9% | +7.5% |
| 3M | +57.4% | +8.1% | +49.2% | +51.6% |
| 6M | +26.5% | +20.3% | +6.2% | +17.3% |
| YTD | -26.6% | -7.8% | -18.8% | -28.3% |
| 1Y | -48.1% | -2.9% | -45.1% | -49.6% |
| 3Y | +52.6% | -9.4% | +62.0% | +50.8% |
| All | +52.6% | -9.3% | +61.9% | +50.8% |
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