-10.5%
ROK vs STLA
-45.9%
+35.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.7% |
| 7D | -8.5% | -11.6% | +3.1% | -7.0% |
| 30D | -6.4% | -6.2% | -0.2% | -5.5% |
| 3M | -8.8% | -24.6% | +15.7% | -5.5% |
| 6M | -10.5% | -44.9% | +34.4% | +2.4% |
| All | -10.5% | -45.9% | +35.4% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling