+32.1%
VRSN vs RNG
-69.9%
+101.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.0% | -4.1% | +3.0% | -0.5% |
| 30D | -1.9% | +8.6% | -10.5% | -3.1% |
| 3M | +1.4% | +78.0% | -76.6% | -7.3% |
| 6M | +19.0% | +67.0% | -48.0% | +9.0% |
| YTD | +19.2% | +142.4% | -123.2% | +2.3% |
| 1Y | +1.7% | +120.4% | -118.8% | -11.8% |
| 3Y | +41.4% | +122.1% | -80.7% | +18.2% |
| All | +32.1% | -69.9% | +101.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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