+908.7%
VZ vs ROK
+13,716.9%
-12,808.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.7% |
| 7D | +2.1% | -13.8% | +16.0% | +5.0% |
| 30D | +1.4% | -14.9% | +16.3% | +4.4% |
| 3M | -1.3% | -14.7% | +13.4% | +1.5% |
| 6M | -0.5% | -17.7% | +17.1% | +2.6% |
| YTD | +19.6% | -2.5% | +22.1% | +18.2% |
| 1Y | +22.4% | +2.3% | +20.1% | +19.5% |
| 3Y | +55.9% | +52.7% | +3.1% | +35.8% |
| 5Y | +20.4% | +20.5% | -0.1% | +8.2% |
| 10Y | +66.9% | +284.0% | -217.1% | +8.3% |
| All | +908.7% | +13,716.9% | -12,808.2% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling