-1.2%
VRSK vs DOC
-20.0%
+18.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +3.6% | +4.3% | -0.8% | +2.4% |
| 30D | +14.9% | +9.2% | +5.7% | +12.2% |
| 3M | +12.9% | -0.8% | +13.7% | +13.0% |
| 6M | +19.3% | +7.1% | +12.3% | +17.3% |
| YTD | -8.1% | +34.0% | -42.0% | -15.8% |
| 1Y | -3.2% | +23.2% | -26.4% | -9.0% |
| 3Y | -12.3% | +53.6% | -65.9% | -26.1% |
| 5Y | -1.2% | -20.4% | +19.3% | +14.8% |
| All | -1.2% | -20.0% | +18.8% | +14.8% |
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 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