+4,352.0%
DE vs VRSN
+7,135.0%
-2,783.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +3.6% | +3.9% | -0.3% | +3.0% |
| 3M | +10.2% | +9.3% | +0.9% | +8.7% |
| 6M | +16.6% | +6.7% | +9.9% | +15.1% |
| YTD | +45.8% | +30.0% | +15.8% | +39.4% |
| 1Y | +43.9% | +26.0% | +17.9% | +38.2% |
| 3Y | +89.6% | +53.1% | +36.5% | +76.3% |
| 5Y | +100.3% | +35.0% | +65.3% | +88.4% |
| 10Y | +760.8% | +291.7% | +469.1% | +603.4% |
| All | +4,352.0% | +7,135.0% | -2,783.0% | +2,108.4% |
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