+251.6%
ORCL vs VZ
+68.5%
+183.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | +0.5% | +2.2% | -1.8% | +0.2% |
| 30D | -15.3% | +10.6% | -25.9% | -16.7% |
| 3M | -18.2% | -0.6% | -17.6% | -18.5% |
| 6M | -38.4% | +0.7% | -39.2% | -38.9% |
| YTD | -37.7% | +20.6% | -58.3% | -41.3% |
| 1Y | -49.3% | +22.7% | -72.0% | -52.5% |
| 3Y | +10.6% | +57.2% | -46.6% | -8.1% |
| 5Y | +35.5% | +21.4% | +14.1% | +24.9% |
| 10Y | +251.6% | +65.5% | +186.1% | +201.5% |
| All | +251.6% | +68.5% | +183.1% | +201.5% |
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