-9.4%
VRSK vs DOCU
+87.9%
-97.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | +4.2% | -5.5% | +9.8% | +5.1% |
| 30D | +21.3% | +12.6% | +8.6% | +19.2% |
| 3M | +8.1% | +36.4% | -28.3% | +3.4% |
| 6M | +20.3% | +66.8% | -46.5% | +12.2% |
| YTD | -7.8% | +13.5% | -21.3% | -12.3% |
| 1Y | -2.9% | +11.3% | -14.2% | -7.6% |
| 3Y | -9.4% | +92.1% | -101.4% | -17.4% |
| All | -9.4% | +87.9% | -97.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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