+5,207.7%
VRSN vs DVA
+2,110.5%
+3,097.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.9% |
| 7D | -2.1% | +2.2% | -4.4% | -2.6% |
| 30D | -3.9% | -2.0% | -1.9% | -3.5% |
| 3M | -0.1% | -6.3% | +6.1% | +0.7% |
| 6M | +16.4% | +19.4% | -3.0% | +10.6% |
| YTD | +17.2% | +58.5% | -41.2% | +3.9% |
| 1Y | +1.0% | +33.9% | -32.9% | -7.3% |
| 3Y | +39.1% | +88.4% | -49.3% | +15.1% |
| 5Y | +29.0% | +39.5% | -10.5% | +10.2% |
| 10Y | +275.8% | +179.5% | +96.4% | +159.4% |
| All | +5,207.7% | +2,110.5% | +3,097.2% | +1,603.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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