+47.0%
DD vs VRSN
+38.4%
+8.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | -7.4% | -3.9% | -3.5% | -6.8% |
| 3M | -6.4% | -0.1% | -6.3% | -6.7% |
| 6M | -2.5% | +16.4% | -18.9% | -7.1% |
| YTD | +10.2% | +17.2% | -7.0% | +4.5% |
| 1Y | +36.9% | +1.0% | +36.0% | +37.4% |
| 3Y | +47.0% | +39.1% | +7.9% | +25.3% |
| All | +47.0% | +38.4% | +8.7% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling