-4.8%
VRSK vs DOC
+23.5%
-28.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.1% |
| 7D | -0.4% | +5.9% | -6.3% | -0.9% |
| 30D | +12.9% | +10.3% | +2.7% | +12.1% |
| 3M | +4.9% | -2.2% | +7.1% | +4.4% |
| 6M | +17.3% | +8.2% | +9.1% | +18.2% |
| YTD | -9.6% | +35.4% | -45.0% | -8.5% |
| All | -4.8% | +23.5% | -28.3% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling