+51.9%
ROK vs STLA
-65.4%
+117.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.3% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | -2.4% | -2.4% | 0.0% | -2.0% |
| 3M | -4.7% | -23.9% | +19.2% | +1.8% |
| 6M | +16.8% | -24.6% | +41.4% | +24.6% |
| YTD | +11.4% | -50.5% | +61.9% | +31.4% |
| 1Y | +26.2% | -39.8% | +66.0% | +38.4% |
| 3Y | +51.9% | -65.6% | +117.5% | +91.9% |
| All | +51.9% | -65.4% | +117.2% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling