-1.4%
VRSK vs DOC
-21.4%
+20.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.4% |
| 7D | +4.2% | +6.5% | -2.2% | +2.5% |
| 30D | +21.3% | +9.2% | +12.1% | +18.5% |
| 3M | +8.1% | -2.5% | +10.6% | +8.7% |
| 6M | +20.3% | +7.1% | +13.3% | +18.3% |
| YTD | -7.8% | +33.0% | -40.8% | -15.4% |
| 1Y | -2.9% | +23.3% | -26.2% | -8.7% |
| 3Y | -9.4% | +44.9% | -54.3% | -21.7% |
| All | -1.4% | -21.4% | +20.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling