+285.9%
VRSN vs RL
+308.3%
-22.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | +0.7% | -15.3% | +16.1% | +3.5% |
| 3M | +0.6% | -10.3% | +10.9% | +2.1% |
| 6M | +21.7% | -2.2% | +24.0% | +21.2% |
| YTD | +20.0% | -4.3% | +24.3% | +19.7% |
| 1Y | +3.2% | +8.9% | -5.7% | +0.4% |
| 3Y | +42.4% | +201.4% | -159.0% | +11.1% |
| 5Y | +33.0% | +230.6% | -197.6% | -0.2% |
| All | +285.9% | +308.3% | -22.4% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling