+176.7%
DLR vs VRSN
+285.8%
-109.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | -1.2% | -1.9% | +0.7% | -0.6% |
| 3M | +2.9% | +1.4% | +1.6% | +1.9% |
| 6M | +6.7% | +19.0% | -12.4% | -1.3% |
| YTD | +23.9% | +19.2% | +4.7% | +13.9% |
| 1Y | +18.6% | +1.7% | +17.0% | +15.8% |
| 3Y | +59.7% | +41.4% | +18.2% | +33.0% |
| 5Y | +42.1% | +31.7% | +10.4% | +19.9% |
| 10Y | +176.7% | +290.3% | -113.6% | +80.6% |
| All | +176.7% | +285.8% | -109.1% | +80.6% |
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