+363.4%
ORCL vs VZ
+61.1%
+302.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | +10.5% | +7.1% | +3.4% | +9.1% |
| 3M | -23.0% | +12.8% | -35.8% | -25.0% |
| 6M | +7.0% | +1.8% | +5.2% | +6.4% |
| YTD | -15.8% | +30.0% | -45.8% | -21.5% |
| 1Y | -31.1% | +24.3% | -55.4% | -35.2% |
| 3Y | +33.3% | +84.3% | -51.0% | +5.4% |
| 5Y | +94.3% | +25.9% | +68.4% | +80.5% |
| 10Y | +363.4% | +61.1% | +302.3% | +309.6% |
| All | +363.4% | +61.1% | +302.3% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling