+494.5%
DD vs VRSN
+6,651.0%
-6,156.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -10.3% | -0.2% | -10.2% | -10.3% |
| 3M | -7.5% | -0.3% | -7.3% | -7.8% |
| 6M | -8.0% | +23.0% | -31.0% | -11.2% |
| YTD | +10.5% | +21.3% | -10.9% | +6.6% |
| 1Y | +38.3% | +6.7% | +31.5% | +35.9% |
| 3Y | +42.5% | +45.0% | -2.5% | +33.6% |
| 5Y | +60.2% | +35.0% | +25.1% | +51.3% |
| 10Y | +68.9% | +276.3% | -207.5% | +39.3% |
| All | +494.5% | +6,651.0% | -6,156.5% | +216.9% |
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