-12.8%
DT vs VRSN
+53.7%
-66.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | +1.4% | +1.7% | +2.6% |
| 30D | -29.5% | +3.9% | -33.4% | -30.5% |
| 3M | -11.7% | +9.3% | -21.1% | -14.5% |
| 6M | +29.0% | +6.7% | +22.3% | +25.4% |
| YTD | +3.4% | +30.0% | -26.7% | -6.6% |
| 1Y | -4.2% | +26.0% | -30.2% | -12.6% |
| 3Y | -12.8% | +53.1% | -66.0% | -26.0% |
| All | -12.8% | +53.7% | -66.5% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling