+594.8%
DD vs VRSN
+7,135.0%
-6,540.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +5.0% | +1.4% | +3.5% | +4.7% |
| 30D | +19.7% | +3.9% | +15.8% | +19.0% |
| 3M | +7.2% | +9.3% | -2.1% | +5.7% |
| 6M | +1.0% | +6.7% | -5.6% | -0.3% |
| YTD | +29.1% | +30.0% | -0.9% | +23.3% |
| 1Y | +28.5% | +26.0% | +2.5% | +23.2% |
| 3Y | +89.4% | +53.1% | +36.3% | +76.1% |
| 5Y | +67.1% | +35.0% | +32.1% | +57.7% |
| 10Y | +97.5% | +291.7% | -194.2% | +61.9% |
| All | +594.8% | +7,135.0% | -6,540.3% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling