+4,279.4%
ROK vs VRSN
+7,122.6%
-2,843.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.1% | +0.1% | +5.9% | +6.1% |
| 30D | -6.5% | +3.6% | -10.1% | -7.1% |
| 3M | -10.2% | +10.8% | -20.9% | -11.9% |
| 6M | -10.6% | +9.9% | -20.6% | -12.6% |
| YTD | +4.9% | +29.8% | -24.9% | -0.8% |
| 1Y | +3.8% | +26.3% | -22.5% | -1.4% |
| 3Y | +63.5% | +53.5% | +10.0% | +49.2% |
| 5Y | +30.9% | +34.8% | -3.8% | +22.0% |
| 10Y | +266.4% | +291.0% | -24.7% | +185.9% |
| All | +4,279.4% | +7,122.6% | -2,843.2% | +2,158.6% |
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 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