+3,762.9%
ROP vs VRSN
+7,091.1%
-3,328.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +30.3% | +2.4% | +27.9% | +29.8% |
| 3M | +17.8% | +6.4% | +11.4% | +16.5% |
| 6M | +38.9% | +8.6% | +30.3% | +36.8% |
| YTD | +7.6% | +29.3% | -21.6% | +2.6% |
| 1Y | +6.5% | +27.2% | -20.7% | +1.8% |
| 3Y | -6.3% | +52.8% | -59.1% | -13.5% |
| 5Y | +0.9% | +36.7% | -35.8% | -5.5% |
| 10Y | +180.7% | +290.8% | -110.1% | +124.4% |
| All | +3,762.9% | +7,091.1% | -3,328.2% | +2,081.3% |
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