+1,019.3%
ROK vs STLA
+168.9%
+850.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +3.1% |
| 7D | -8.5% | -11.6% | +3.1% | -5.7% |
| 30D | -6.4% | -6.2% | -0.2% | -5.3% |
| 3M | -8.8% | -24.6% | +15.7% | -3.4% |
| 6M | -10.5% | -44.9% | +34.4% | +1.8% |
| YTD | +5.4% | -62.3% | +67.7% | +29.2% |
| 1Y | +5.0% | -61.8% | +66.8% | +28.1% |
| 3Y | +64.3% | -75.3% | +139.6% | +115.7% |
| 5Y | +34.0% | -72.5% | +106.5% | +68.3% |
| 10Y | +268.2% | +0.8% | +267.4% | +255.7% |
| All | +1,019.3% | +168.9% | +850.3% | +934.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling