+20.2%
VZ vs DLR
+32.6%
-12.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +2.1% | -3.6% | +5.7% | +2.5% |
| 30D | +1.4% | -3.5% | +4.8% | +1.7% |
| 3M | -1.3% | -8.9% | +7.7% | -0.4% |
| 6M | -0.5% | -11.6% | +11.0% | +0.5% |
| YTD | +19.6% | +14.9% | +4.7% | +17.2% |
| 1Y | +22.4% | +6.4% | +15.9% | +20.9% |
| 3Y | +55.9% | +47.3% | +8.6% | +43.1% |
| All | +20.2% | +32.6% | -12.4% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling