+25.2%
VZ vs DLR
+11.0%
+14.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +2.0% |
| 7D | +6.9% | +2.8% | +4.1% | +6.9% |
| 30D | +2.3% | +2.8% | -0.5% | +2.3% |
| 3M | 0.0% | -4.0% | +4.0% | +0.5% |
| 6M | +0.2% | -5.6% | +5.8% | 0.0% |
| YTD | +20.9% | +21.9% | -1.0% | +24.6% |
| 1Y | +25.2% | +13.0% | +12.2% | +29.4% |
| All | +25.2% | +11.0% | +14.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling