+681.3%
RMBS vs VRSN
+6,651.0%
-5,969.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -12.2% | -0.2% | -12.0% | -12.3% |
| 3M | -49.5% | -0.3% | -49.2% | -50.3% |
| 6M | -7.1% | +23.0% | -30.1% | -16.4% |
| YTD | -7.0% | +21.3% | -28.3% | -16.2% |
| 1Y | +13.3% | +6.7% | +6.6% | +7.4% |
| 3Y | +49.2% | +45.0% | +4.3% | +23.0% |
| 5Y | +250.0% | +35.0% | +214.9% | +195.2% |
| 10Y | +495.1% | +276.3% | +218.8% | +234.2% |
| All | +681.3% | +6,651.0% | -5,969.7% | +49.3% |
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