+260.0%
ROK vs STLA
+4.2%
+255.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +3.2% |
| 7D | -11.0% | -4.9% | -6.1% | -9.5% |
| 30D | -8.2% | -4.9% | -3.3% | -7.0% |
| 3M | -8.5% | -23.7% | +15.2% | -1.2% |
| 6M | -12.0% | -45.0% | +33.0% | +5.2% |
| YTD | +3.1% | -60.9% | +63.9% | +35.1% |
| 1Y | +2.9% | -58.9% | +61.8% | +32.1% |
| 3Y | +60.7% | -74.4% | +135.1% | +132.2% |
| 5Y | +29.5% | -71.5% | +101.0% | +74.0% |
| All | +260.0% | +4.2% | +255.8% | +226.6% |
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