+153.9%
VRSK vs DOC
+21.1%
+132.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.5% |
| 7D | -0.4% | +5.9% | -6.3% | -2.1% |
| 30D | +12.9% | +10.3% | +2.7% | +9.8% |
| 3M | +4.9% | -2.2% | +7.1% | +5.4% |
| 6M | +17.3% | +8.2% | +9.1% | +14.7% |
| YTD | -9.6% | +35.4% | -45.0% | -18.2% |
| 1Y | -5.6% | +23.6% | -29.2% | -12.2% |
| 3Y | -12.9% | +57.3% | -70.2% | -26.4% |
| 5Y | -3.9% | -19.6% | +15.7% | +0.2% |
| 10Y | +153.9% | +20.8% | +133.1% | +136.5% |
| All | +153.9% | +21.1% | +132.8% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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