-6.3%
VRSK vs DOC
+43.2%
-49.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | +10.9% | +6.2% | +4.7% | +9.9% |
| 30D | +28.0% | +6.5% | +21.5% | +26.9% |
| 3M | +12.3% | -6.2% | +18.6% | +13.1% |
| 6M | +17.8% | +25.6% | -7.8% | +15.3% |
| YTD | -4.7% | +32.1% | -36.8% | -7.8% |
| 1Y | -0.2% | +20.3% | -20.5% | -1.8% |
| All | -6.3% | +43.2% | -49.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling