+918.2%
VZ vs ROL
+9,768.6%
-8,850.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +5.6% | +11.7% | -6.1% | +3.1% |
| 30D | +1.9% | +27.7% | -25.8% | -3.5% |
| 3M | +0.8% | +3.7% | -2.9% | -0.2% |
| 6M | +0.6% | -27.8% | +28.4% | +7.6% |
| YTD | +20.8% | -34.7% | +55.5% | +31.6% |
| 1Y | +23.9% | -34.1% | +58.0% | +34.7% |
| 3Y | +55.7% | +5.9% | +49.8% | +51.1% |
| 5Y | +21.5% | +15.6% | +5.9% | +14.1% |
| 10Y | +68.5% | +226.5% | -158.0% | +21.2% |
| All | +918.2% | +9,768.6% | -8,850.4% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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