+58.2%
VZ vs DLR
+55.0%
+3.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.9% | -2.0% | +3.0% | +0.9% |
| 30D | +8.9% | +0.5% | +8.4% | +8.9% |
| 3M | +0.1% | -4.4% | +4.5% | +0.2% |
| 6M | +1.9% | -6.4% | +8.4% | +1.9% |
| YTD | +22.0% | +19.5% | +2.6% | +22.2% |
| 1Y | +22.1% | +10.5% | +11.6% | +22.3% |
| All | +58.2% | +55.0% | +3.1% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling