+580.6%
RIO vs VRSN
+293.8%
+286.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | -3.4% | -1.5% | -1.8% | -2.9% |
| 30D | +0.6% | +0.7% | -0.1% | +0.2% |
| 3M | +2.5% | +0.6% | +2.0% | +1.8% |
| 6M | +10.8% | +21.7% | -10.9% | +2.7% |
| YTD | +30.5% | +20.0% | +10.5% | +20.9% |
| 1Y | +68.1% | +3.2% | +65.0% | +63.8% |
| 3Y | +94.0% | +42.4% | +51.7% | +64.5% |
| 5Y | +92.0% | +33.0% | +59.0% | +62.5% |
| All | +580.6% | +293.8% | +286.8% | +267.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling