+674.9%
OMC vs VRSN
+6,651.0%
-5,976.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +1.1% | -0.2% | +1.3% | +1.1% |
| 3M | +10.4% | -0.3% | +10.7% | +10.3% |
| 6M | -1.7% | +23.0% | -24.7% | -5.5% |
| YTD | +4.4% | +21.3% | -16.9% | +0.6% |
| 1Y | +8.4% | +6.7% | +1.7% | +6.7% |
| 3Y | +14.4% | +45.0% | -30.6% | +6.1% |
| 5Y | +33.9% | +35.0% | -1.2% | +24.8% |
| 10Y | +34.9% | +276.3% | -241.5% | +4.7% |
| All | +674.9% | +6,651.0% | -5,976.2% | +231.3% |
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