-5.7%
DT vs VRSN
+31.7%
-37.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.9% |
| 7D | -25.5% | +3.6% | -29.1% | -26.3% |
| 30D | -22.3% | +8.8% | -31.1% | -24.3% |
| 3M | +2.3% | +6.6% | -4.3% | 0.0% |
| 6M | +20.7% | +16.7% | +4.1% | +13.8% |
| YTD | +7.9% | +32.1% | -24.2% | -1.5% |
| 1Y | -5.7% | +34.1% | -39.8% | -15.0% |
| All | -5.7% | +31.7% | -37.4% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling