+57.4%
VZ vs ROK
+63.3%
-5.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | +7.1% | -5.6% | +1.5% |
| 30D | +4.4% | -5.0% | +9.3% | +4.3% |
| 3M | -2.4% | -9.4% | +7.0% | -2.4% |
| 6M | +1.4% | -11.0% | +12.4% | +1.3% |
| YTD | +21.4% | +4.4% | +17.0% | +20.7% |
| 1Y | +20.3% | +7.4% | +12.9% | +19.4% |
| 3Y | +57.4% | +61.0% | -3.6% | +53.3% |
| All | +57.4% | +63.3% | -5.9% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling