+270.9%
RMBS vs VRSN
+30.8%
+240.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +3.5% | -1.0% | +4.5% | +3.7% |
| 30D | -8.6% | -1.9% | -6.7% | -8.2% |
| 3M | -40.3% | +1.4% | -41.7% | -41.1% |
| 6M | -1.0% | +19.0% | -20.0% | -9.8% |
| YTD | -4.6% | +19.2% | -23.8% | -13.5% |
| 1Y | +17.6% | +1.7% | +15.9% | +15.1% |
| 3Y | +58.6% | +41.4% | +17.2% | +23.2% |
| 5Y | +270.9% | +31.7% | +239.3% | +203.7% |
| All | +270.9% | +30.8% | +240.2% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling