+4,388.8%
DE vs VRSN
+6,422.7%
-2,033.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.5% | -1.4% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | +9.6% | -3.9% | +13.6% | +10.2% |
| 3M | +19.0% | -0.1% | +19.1% | +18.7% |
| 6M | +16.1% | +16.4% | -0.3% | +13.0% |
| YTD | +47.0% | +17.2% | +29.8% | +42.8% |
| 1Y | +43.1% | +1.0% | +42.2% | +41.9% |
| 3Y | +77.5% | +39.1% | +38.4% | +67.4% |
| 5Y | +96.4% | +29.0% | +67.4% | +86.0% |
| 10Y | +852.9% | +275.8% | +577.1% | +684.5% |
| All | +4,388.8% | +6,422.7% | -2,033.9% | +2,161.9% |
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