+36.3%
DD vs VRSN
+2.1%
+34.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.5% |
| 7D | -3.8% | -1.0% | -2.7% | -3.8% |
| 30D | -9.2% | -1.9% | -7.3% | -9.3% |
| 3M | -9.0% | +1.4% | -10.4% | -8.8% |
| 6M | -5.0% | +19.0% | -24.0% | -4.3% |
| YTD | +7.4% | +19.2% | -11.8% | +8.8% |
| All | +36.3% | +2.1% | +34.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling