+994.4%
ROK vs STLA
+178.7%
+815.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +2.9% |
| 7D | -11.0% | -4.9% | -6.1% | -9.9% |
| 30D | -8.2% | -4.9% | -3.3% | -7.3% |
| 3M | -8.5% | -23.7% | +15.2% | -3.2% |
| 6M | -12.0% | -45.0% | +33.0% | +0.2% |
| YTD | +3.1% | -60.9% | +63.9% | +25.3% |
| 1Y | +2.9% | -58.9% | +61.8% | +23.3% |
| 3Y | +60.7% | -74.4% | +135.1% | +109.2% |
| 5Y | +29.5% | -71.5% | +101.0% | +61.4% |
| 10Y | +262.6% | +5.3% | +257.4% | +247.2% |
| All | +994.4% | +178.7% | +815.6% | +903.3% |
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