-33.7%
TLT vs ROK
+46.6%
-80.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.3% |
| 30D | -0.3% | -2.4% | +2.1% | -0.2% |
| 3M | -1.7% | -4.7% | +3.0% | -1.6% |
| 6M | -4.9% | +16.8% | -21.7% | -5.3% |
| YTD | -2.8% | +11.4% | -14.2% | -3.1% |
| 1Y | -4.2% | +26.2% | -30.4% | -4.8% |
| 3Y | -1.1% | +51.9% | -52.9% | -2.4% |
| 5Y | -33.7% | +46.4% | -80.1% | -35.0% |
| All | -33.7% | +46.6% | -80.4% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling