+82.4%
VRSK vs DOCU
+80.0%
+2.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -3.0% |
| 7D | -3.1% | +6.9% | -10.0% | -4.1% |
| 30D | -1.6% | +19.0% | -20.6% | -4.0% |
| 3M | +3.5% | +34.3% | -30.8% | -0.9% |
| 6M | -13.4% | +48.0% | -61.4% | -18.2% |
| YTD | -16.5% | 0.0% | -16.5% | -17.3% |
| 1Y | -30.6% | -10.3% | -20.3% | -30.6% |
| 3Y | -21.9% | +32.4% | -54.3% | -28.1% |
| 5Y | -6.3% | -77.9% | +71.6% | +2.3% |
| All | +82.4% | +80.0% | +2.4% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling