+3,807.7%
ROP vs VRSN
+7,135.0%
-3,327.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +28.8% | +3.9% | +24.9% | +27.9% |
| 3M | +21.1% | +9.3% | +11.7% | +19.1% |
| 6M | +52.5% | +6.7% | +45.9% | +50.7% |
| YTD | +8.9% | +30.0% | -21.2% | +3.7% |
| 1Y | +8.2% | +26.0% | -17.8% | +3.7% |
| 3Y | -5.2% | +53.1% | -58.3% | -12.5% |
| 5Y | +1.7% | +35.0% | -33.3% | -4.6% |
| 10Y | +185.4% | +291.7% | -106.3% | +128.0% |
| All | +3,807.7% | +7,135.0% | -3,327.3% | +2,104.2% |
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