+354.9%
ROK vs STLA
+46.8%
+308.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -1.8% | -5.2% | +3.4% | -0.4% |
| 3M | -7.2% | -24.9% | +17.7% | +1.1% |
| 6M | +14.2% | -25.2% | +39.3% | +23.9% |
| YTD | +10.6% | -51.4% | +62.0% | +36.1% |
| 1Y | +25.9% | -40.7% | +66.6% | +42.7% |
| 3Y | +50.8% | -66.3% | +117.0% | +99.5% |
| 5Y | +47.0% | -63.2% | +110.3% | +82.8% |
| 10Y | +354.9% | +48.7% | +306.2% | +256.1% |
| All | +354.9% | +46.8% | +308.1% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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