+33.3%
VRSN vs RL
+240.9%
-207.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.9% |
| 7D | -0.8% | +0.2% | -1.1% | -1.0% |
| 30D | +0.7% | +7.3% | -6.6% | -0.7% |
| 3M | +4.1% | +1.0% | +3.1% | +3.7% |
| 6M | +6.7% | +11.8% | -5.1% | +3.8% |
| YTD | +27.1% | +13.6% | +13.5% | +22.6% |
| 1Y | +28.0% | +24.0% | +3.9% | +21.1% |
| 3Y | +52.6% | +256.6% | -204.0% | +6.0% |
| 5Y | +33.3% | +240.2% | -206.9% | -12.3% |
| All | +33.3% | +240.9% | -207.6% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling