+3,207.5%
ROP vs VRSN
+6,651.0%
-3,443.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +3.2% | -0.2% | +3.4% | +3.2% |
| 3M | +23.1% | -0.3% | +23.3% | +23.1% |
| 6M | +13.3% | +23.0% | -9.7% | +9.2% |
| YTD | -7.9% | +21.3% | -29.2% | -11.1% |
| 1Y | -22.1% | +6.7% | -28.8% | -23.2% |
| 3Y | -16.8% | +45.0% | -61.8% | -22.5% |
| 5Y | -13.5% | +35.0% | -48.6% | -18.8% |
| 10Y | +137.7% | +276.3% | -138.6% | +91.3% |
| All | +3,207.5% | +6,651.0% | -3,443.5% | +1,788.9% |
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