+317.8%
TMUS vs ROK
+343.9%
-26.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | +0.1% | -1.8% | +1.9% | +0.4% |
| 3M | -0.6% | -7.2% | +6.6% | +0.4% |
| 6M | -17.5% | +14.2% | -31.7% | -20.8% |
| YTD | -11.3% | +10.6% | -21.8% | -14.5% |
| 1Y | -25.4% | +25.9% | -51.3% | -30.6% |
| 3Y | +35.5% | +50.8% | -15.3% | +16.8% |
| 5Y | +41.9% | +47.0% | -5.1% | +19.7% |
| 10Y | +317.8% | +354.9% | -37.1% | +154.2% |
| All | +317.8% | +343.9% | -26.1% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling