+198.1%
DOCN vs VRSK
+2.3%
+195.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -5.5% | +18.2% | +14.6% |
| 7D | +16.3% | -9.7% | +26.0% | +20.3% |
| 30D | +2.0% | -8.5% | +10.6% | +4.6% |
| 3M | -25.2% | -1.7% | -23.5% | -27.9% |
| 6M | +132.7% | -17.9% | +150.6% | +145.6% |
| YTD | +163.3% | -21.1% | +184.4% | +183.1% |
| 1Y | +280.3% | -35.1% | +315.5% | +363.4% |
| 3Y | +371.8% | -26.7% | +398.5% | +371.2% |
| 5Y | +87.1% | -12.0% | +99.1% | +59.0% |
| All | +198.1% | +2.3% | +195.8% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling