+65.5%
VZ vs ROK
+277.6%
-212.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.4% |
| 7D | +2.2% | -11.5% | +13.8% | +3.4% |
| 30D | +10.6% | -10.0% | +20.6% | +11.5% |
| 3M | -0.6% | -11.4% | +10.8% | +0.4% |
| 6M | +0.7% | -13.7% | +14.4% | +1.8% |
| YTD | +20.6% | +1.0% | +19.6% | +19.2% |
| 1Y | +22.7% | +5.6% | +17.1% | +20.5% |
| 3Y | +57.2% | +59.1% | -1.8% | +43.9% |
| 5Y | +21.4% | +26.1% | -4.7% | +13.8% |
| 10Y | +65.5% | +266.4% | -200.9% | +39.8% |
| All | +65.5% | +277.6% | -212.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling