+4,260.5%
ROK vs VRSN
+7,135.0%
-2,874.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | +1.4% | +5.7% | +6.8% |
| 30D | -5.0% | +3.9% | -8.8% | -5.6% |
| 3M | -9.4% | +9.3% | -18.7% | -10.9% |
| 6M | -11.0% | +6.7% | -17.7% | -12.4% |
| YTD | +4.4% | +30.0% | -25.6% | -1.3% |
| 1Y | +7.4% | +26.0% | -18.6% | +2.1% |
| 3Y | +61.0% | +53.1% | +7.8% | +46.9% |
| 5Y | +30.4% | +35.0% | -4.6% | +21.4% |
| 10Y | +264.8% | +291.7% | -26.9% | +184.6% |
| All | +4,260.5% | +7,135.0% | -2,874.5% | +2,148.2% |
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