+1,054.5%
VZ vs ROP
+29,884.4%
-28,829.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | +2.1% | +2.1% | 0.0% | +1.8% |
| 30D | +1.4% | +32.9% | -31.5% | -3.5% |
| 3M | -1.3% | +20.0% | -21.3% | -4.4% |
| 6M | -0.5% | +36.4% | -36.9% | -6.0% |
| YTD | +19.6% | +7.8% | +11.8% | +17.3% |
| 1Y | +22.4% | +8.0% | +14.4% | +19.9% |
| 3Y | +55.9% | -3.5% | +59.4% | +54.9% |
| 5Y | +20.4% | +1.5% | +18.9% | +18.0% |
| 10Y | +66.9% | +198.5% | -131.6% | +35.1% |
| All | +1,054.5% | +29,884.4% | -28,829.8% | +587.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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