+42.0%
TMUS vs ROK
+46.3%
-4.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.6% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +5.3% | -3.3% | +8.6% | +5.5% |
| 3M | +3.1% | -5.9% | +9.0% | +3.4% |
| 6M | -16.5% | +13.9% | -30.3% | -18.2% |
| YTD | -9.2% | +12.6% | -21.7% | -11.2% |
| 1Y | -26.5% | +28.6% | -55.1% | -29.7% |
| 3Y | +39.0% | +45.1% | -6.1% | +28.1% |
| All | +42.0% | +46.3% | -4.3% | +22.8% |
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