+904.2%
DECK vs VRSN
+299.0%
+605.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.6% | +5.4% |
| 7D | +10.4% | +3.6% | +6.8% | +8.7% |
| 30D | +11.1% | +8.8% | +2.3% | +7.1% |
| 3M | -10.8% | +6.6% | -17.4% | -13.3% |
| 6M | -8.7% | +16.7% | -25.4% | -15.5% |
| YTD | -14.0% | +32.1% | -46.2% | -25.7% |
| 1Y | +12.0% | +34.1% | -22.0% | -4.0% |
| 3Y | -10.5% | +59.9% | -70.4% | -31.1% |
| 5Y | +28.5% | +40.5% | -12.0% | +3.4% |
| All | +904.2% | +299.0% | +605.2% | +471.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling