-5.4%
VRSK vs DOC
-24.5%
+19.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -1.6% | -4.8% | +3.2% | -0.4% |
| 3M | +3.5% | +6.9% | -3.4% | +2.0% |
| 6M | -13.4% | +20.7% | -34.1% | -17.6% |
| YTD | -16.5% | +34.1% | -50.7% | -23.3% |
| 1Y | -30.6% | +22.6% | -53.2% | -34.5% |
| 3Y | -21.9% | +20.8% | -42.7% | -26.4% |
| All | -5.4% | -24.5% | +19.2% | +7.9% |
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