+990.1%
VZ vs DD
+961.9%
+28.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.8% |
| 30D | +7.9% | -10.3% | +18.2% | +10.3% |
| 3M | +13.6% | -7.5% | +21.2% | +15.3% |
| 6M | +1.1% | -8.0% | +9.1% | +2.3% |
| YTD | +29.3% | +10.5% | +18.8% | +25.6% |
| 1Y | +21.2% | +38.3% | -17.0% | +12.0% |
| 3Y | +75.9% | +42.5% | +33.4% | +58.4% |
| 5Y | +24.1% | +60.2% | -36.1% | +7.1% |
| 10Y | +62.4% | +68.9% | -6.5% | +31.3% |
| All | +990.1% | +961.9% | +28.2% | +405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 all: compounded portfolio wealth divided by compounded DD 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…
all analysis · Full analysis span regression · 6 months rolling