+131.2%
TLT vs ROK
+3,826.3%
-3,695.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.6% | -3.3% | +2.7% | -0.9% |
| 3M | -2.7% | -5.9% | +3.1% | -3.2% |
| 6M | -5.6% | +13.9% | -19.5% | -4.1% |
| YTD | -2.8% | +12.6% | -15.4% | -1.2% |
| 1Y | -1.4% | +28.6% | -30.0% | +1.8% |
| 3Y | -1.6% | +45.1% | -46.7% | +4.0% |
| 5Y | -33.8% | +45.6% | -79.4% | -29.5% |
| 10Y | -21.1% | +345.0% | -366.2% | +1.9% |
| All | +131.2% | +3,826.3% | -3,695.1% | +348.4% |
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