+301.5%
ROST vs VRSN
+292.3%
+9.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.3% | +1.4% | -1.2% | -0.3% |
| 30D | +0.5% | +3.9% | -3.4% | -1.0% |
| 3M | -5.2% | +9.3% | -14.6% | -8.7% |
| 6M | +9.8% | +6.7% | +3.2% | +6.1% |
| YTD | +29.4% | +30.0% | -0.7% | +13.8% |
| 1Y | +44.4% | +26.0% | +18.3% | +28.7% |
| 3Y | +95.0% | +53.1% | +41.9% | +55.6% |
| 5Y | +111.9% | +35.0% | +76.8% | +75.8% |
| All | +301.5% | +292.3% | +9.1% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling