-50.3%
DOCS vs VRSN
+30.9%
-81.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +21.8% | -0.2% | +22.0% | +22.0% |
| 3M | +27.3% | -0.3% | +27.6% | +26.9% |
| 6M | -0.3% | +23.0% | -23.3% | -14.6% |
| YTD | -40.5% | +21.3% | -61.8% | -48.3% |
| 1Y | -61.5% | +6.7% | -68.3% | -63.8% |
| 3Y | +8.2% | +45.0% | -36.8% | -21.2% |
| 5Y | -73.4% | +35.0% | -108.5% | -79.7% |
| All | -50.3% | +30.9% | -81.2% | -61.5% |
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