+61.1%
VZ vs ROK
+342.8%
-281.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +0.2% | +2.8% | -2.6% | -0.1% |
| 30D | +7.1% | -2.4% | +9.5% | +7.4% |
| 3M | +12.8% | -4.7% | +17.5% | +13.1% |
| 6M | +1.8% | +16.8% | -15.0% | -0.4% |
| YTD | +30.0% | +11.4% | +18.6% | +27.5% |
| 1Y | +24.3% | +26.2% | -1.9% | +19.9% |
| 3Y | +84.3% | +51.9% | +32.4% | +71.1% |
| 5Y | +25.9% | +46.4% | -20.4% | +16.1% |
| 10Y | +61.1% | +343.5% | -282.5% | +27.8% |
| All | +61.1% | +342.8% | -281.7% | +27.8% |
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