+290.8%
TMUS vs ROK
+873.6%
-582.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +2.8% |
| 7D | +5.3% | -11.5% | +16.9% | +9.5% |
| 30D | +13.5% | -10.0% | +23.5% | +17.0% |
| 3M | -4.2% | -11.4% | +7.2% | -0.9% |
| 6M | -11.9% | -13.7% | +1.8% | -9.0% |
| YTD | -15.6% | +1.0% | -16.6% | -19.1% |
| 1Y | -16.8% | +5.6% | -22.4% | -21.9% |
| 3Y | +20.8% | +59.1% | -38.3% | -9.4% |
| 5Y | +48.0% | +26.1% | +21.9% | +17.9% |
| 10Y | +234.7% | +266.4% | -31.7% | +46.2% |
| All | +290.8% | +873.6% | -582.8% | +6.6% |
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