+5,207.7%
VRSN vs DTE
+1,384.1%
+3,823.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -3.9% | -1.9% | -2.0% | -3.2% |
| 3M | -0.1% | -3.3% | +3.2% | +1.1% |
| 6M | +16.4% | -7.1% | +23.5% | +19.5% |
| YTD | +17.2% | +8.1% | +9.1% | +12.7% |
| 1Y | +1.0% | +5.3% | -4.3% | -1.9% |
| 3Y | +39.1% | +48.2% | -9.1% | +15.6% |
| 5Y | +29.0% | +33.2% | -4.2% | +11.6% |
| 10Y | +275.8% | +137.5% | +138.3% | +141.7% |
| All | +5,207.7% | +1,384.1% | +3,823.5% | +968.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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