+48.0%
TMUS vs ROK
+25.9%
+22.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.9% |
| 7D | +5.3% | -11.5% | +16.9% | +6.2% |
| 30D | +13.5% | -10.0% | +23.5% | +14.2% |
| 3M | -4.2% | -11.4% | +7.2% | -3.6% |
| 6M | -11.9% | -13.7% | +1.8% | -11.4% |
| YTD | -15.6% | +1.0% | -16.6% | -17.0% |
| 1Y | -16.8% | +5.6% | -22.4% | -18.8% |
| 3Y | +20.8% | +59.1% | -38.3% | +6.8% |
| 5Y | +48.0% | +26.1% | +21.9% | +31.0% |
| All | +48.0% | +25.9% | +22.1% | +31.0% |
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