-10.8%
DOW vs VRSN
+63.3%
-74.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | +0.4% | -0.2% | +0.5% | +0.2% |
| 3M | -14.4% | -0.3% | -14.1% | -14.8% |
| 6M | -7.0% | +23.0% | -30.0% | -15.8% |
| YTD | +30.2% | +21.3% | +8.9% | +18.1% |
| 1Y | +29.2% | +6.7% | +22.5% | +23.7% |
| 3Y | -36.7% | +45.0% | -81.7% | -47.9% |
| 5Y | -37.7% | +35.0% | -72.7% | -48.7% |
| All | -10.8% | +63.3% | -74.1% | -33.7% |
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