+164.6%
VRSK vs DOC
+21.2%
+143.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +15.1% | +7.7% | +7.3% | +12.6% |
| 3M | +12.1% | -2.0% | +14.1% | +12.6% |
| 6M | +29.4% | +5.9% | +23.5% | +27.2% |
| YTD | -6.4% | +31.8% | -38.2% | -14.6% |
| 1Y | -3.6% | +22.5% | -26.1% | -10.1% |
| 3Y | -10.9% | +54.7% | -65.7% | -24.5% |
| 5Y | -0.5% | -21.3% | +20.8% | +4.4% |
| All | +164.6% | +21.2% | +143.4% | +148.1% |
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