+164.6%
DOCN vs VRSK
+8.3%
+156.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.8% |
| 7D | +1.1% | -3.1% | +4.3% | +2.3% |
| 30D | -9.6% | -1.6% | -8.1% | -9.5% |
| 3M | -37.7% | +3.5% | -41.2% | -40.8% |
| 6M | +115.2% | -13.4% | +128.6% | +123.7% |
| YTD | +133.7% | -16.5% | +150.2% | +147.1% |
| 1Y | +250.2% | -30.6% | +280.7% | +315.8% |
| 3Y | +320.3% | -21.9% | +342.2% | +309.5% |
| 5Y | +53.1% | -6.3% | +59.4% | +28.2% |
| All | +164.6% | +8.3% | +156.4% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling