-32.9%
DOCN vs VRSK
-3.3%
-29.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.5% |
| 7D | -12.8% | -0.4% | -12.3% | -13.1% |
| 30D | -41.9% | +12.9% | -54.9% | -44.8% |
| 3M | -36.9% | +4.9% | -41.8% | -39.0% |
| 6M | -52.2% | +17.3% | -69.6% | -57.9% |
| YTD | +62.7% | -9.6% | +72.3% | +65.7% |
| 1Y | +58.2% | -5.6% | +63.9% | +55.5% |
| 3Y | +219.5% | -12.9% | +232.4% | +182.1% |
| 5Y | -32.9% | -3.9% | -28.9% | -46.5% |
| All | -32.9% | -3.3% | -29.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling