+333.7%
VZ vs DLR
+3,595.6%
-3,261.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +7.9% | -3.4% | +11.3% | +8.6% |
| 3M | +13.6% | +0.5% | +13.1% | +13.2% |
| 6M | +1.1% | +4.6% | -3.5% | -0.3% |
| YTD | +29.3% | +23.4% | +5.9% | +22.6% |
| 1Y | +21.2% | +19.0% | +2.2% | +15.6% |
| 3Y | +75.9% | +56.5% | +19.4% | +54.1% |
| 5Y | +24.1% | +33.3% | -9.2% | +10.7% |
| 10Y | +62.4% | +165.1% | -102.8% | +17.9% |
| All | +333.7% | +3,595.6% | -3,261.9% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling