+618.6%
RVMD vs VRSN
+40.9%
+577.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.2% |
| 30D | +0.3% | -1.9% | +2.2% | +1.1% |
| 3M | +38.9% | +1.4% | +37.5% | +36.0% |
| 6M | +108.1% | +19.0% | +89.1% | +85.1% |
| YTD | +160.7% | +19.2% | +141.5% | +129.6% |
| 1Y | +407.3% | +1.7% | +405.6% | +389.7% |
| 3Y | +546.6% | +41.4% | +505.1% | +399.9% |
| 5Y | +579.8% | +31.7% | +548.1% | +438.6% |
| All | +618.6% | +40.9% | +577.8% | +434.6% |
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