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Tl;DR of my comments below: Yes I did. I may have gotten muddled, but there is weirdness involved at very long duration on higher vol which bothers me with the analysis structurally, and now I'm gonna go bang my head against a wall.
I did this way too quickly, but very roughly, for 30Y zeros the domination contribution has been duration return but for 10Y, 5Y or 2Y zeros the dominant contribution is carry and rolldown. My "rolldown" includes the risk-free return which would be subtracted ideally.pic.twitter.com/LvzU5xd51j
All log returns so it decomposes into duration/rolldown nicely.
That's perfect. That is exactly what I was going to waste considerably more time building than it probably took you. Lots more juice in the 30 and lots more duration P&L variance (as to be expected).
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on roll yield or leverage)
A (long) 
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(I wrote about this back in 2017 too: 
