+323.1%
DOCN vs VRSK
-22.3%
+345.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.4% |
| 7D | +1.1% | -3.1% | +4.3% | +0.7% |
| 30D | -9.6% | -1.6% | -8.1% | -9.6% |
| 3M | -37.7% | +3.5% | -41.2% | -38.0% |
| 6M | +115.2% | -13.4% | +128.6% | +114.3% |
| YTD | +133.7% | -16.5% | +150.2% | +132.3% |
| 1Y | +250.2% | -30.6% | +280.7% | +258.6% |
| All | +323.1% | -22.3% | +345.5% | +266.5% |
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