+952.3%
VRSN vs RCAT
-100.0%
+1,052.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | -0.2% | -3.3% | +3.2% | -0.2% |
| 3M | -0.3% | -43.2% | +42.9% | -0.2% |
| 6M | +23.0% | -43.2% | +66.2% | +23.1% |
| YTD | +21.3% | +5.5% | +15.8% | +21.2% |
| 1Y | +6.7% | -1.6% | +8.4% | +6.5% |
| 3Y | +45.0% | +773.7% | -728.7% | +43.2% |
| 5Y | +35.0% | +187.6% | -152.6% | +33.6% |
| 10Y | +276.3% | -98.5% | +374.8% | +256.1% |
| All | +952.3% | -100.0% | +1,052.3% | +616.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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