+291.4%
VZ vs DG
+612.5%
-321.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.5% |
| 7D | +2.1% | +1.1% | +1.1% | +1.9% |
| 30D | +1.4% | +9.5% | -8.1% | +0.1% |
| 3M | -1.3% | +5.5% | -6.7% | -2.1% |
| 6M | -0.5% | +16.1% | -16.6% | -2.8% |
| YTD | +19.6% | +2.7% | +17.0% | +18.5% |
| 1Y | +22.4% | +42.1% | -19.7% | +15.8% |
| 3Y | +55.9% | +19.3% | +36.6% | +47.1% |
| 5Y | +20.4% | -35.3% | +55.8% | +22.9% |
| 10Y | +66.9% | +123.9% | -57.0% | +42.4% |
| All | +291.4% | +612.5% | -321.0% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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