+237.5%
DOCN vs VRSK
-10.6%
+248.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -3.9% |
| 7D | +19.1% | +1.6% | +17.5% | +19.8% |
| 30D | -21.0% | +15.1% | -36.1% | -17.0% |
| 3M | -34.7% | +12.1% | -46.8% | -31.2% |
| 6M | -45.8% | +29.4% | -75.2% | -43.1% |
| YTD | +79.4% | -6.4% | +85.7% | +86.3% |
| 1Y | +91.0% | -3.6% | +94.6% | +98.7% |
| 3Y | +237.5% | -10.9% | +248.4% | +230.8% |
| All | +237.5% | -10.6% | +248.1% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling