+4,549.5%
ROK vs VRSN
+6,422.7%
-1,873.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.5% |
| 7D | +2.8% | -2.1% | +4.9% | +3.2% |
| 30D | -2.4% | -3.9% | +1.5% | -1.8% |
| 3M | -4.7% | -0.1% | -4.6% | -5.0% |
| 6M | +16.8% | +16.4% | +0.3% | +12.9% |
| YTD | +11.4% | +17.2% | -5.9% | +7.3% |
| 1Y | +26.2% | +1.0% | +25.2% | +24.8% |
| 3Y | +51.9% | +39.1% | +12.8% | +41.0% |
| 5Y | +46.4% | +29.0% | +17.4% | +37.5% |
| 10Y | +343.5% | +275.8% | +67.7% | +249.2% |
| All | +4,549.5% | +6,422.7% | -1,873.2% | +2,343.0% |
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