+1,147.6%
VZ vs ROP
+25,523.2%
-24,375.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | +7.9% | +3.2% | +4.7% | +7.3% |
| 3M | +13.6% | +23.1% | -9.4% | +9.5% |
| 6M | +1.1% | +13.3% | -12.2% | -1.3% |
| YTD | +29.3% | -7.9% | +37.1% | +30.3% |
| 1Y | +21.2% | -22.1% | +43.3% | +25.7% |
| 3Y | +75.9% | -16.8% | +92.7% | +79.4% |
| 5Y | +24.1% | -13.5% | +37.6% | +25.0% |
| 10Y | +62.4% | +137.7% | -75.3% | +36.7% |
| All | +1,147.6% | +25,523.2% | -24,375.6% | +664.0% |
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