-1.8%
RMBS vs VRSN
+4.1%
-5.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | -13.9% | +3.8% | -17.7% | -13.0% |
| 3M | -39.8% | +5.0% | -44.8% | -37.9% |
| 6M | -6.0% | +24.9% | -30.9% | -6.0% |
| YTD | -5.4% | +21.6% | -27.0% | -3.5% |
| 1Y | -1.8% | +2.4% | -4.2% | +19.6% |
| All | -1.8% | +4.1% | -5.9% | +19.6% |
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