+1,095.4%
ROK vs STLA
+263.8%
+831.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +0.7% | +2.6% | -1.9% | 0.0% |
| 30D | -3.3% | -1.2% | -2.1% | -3.2% |
| 3M | -5.9% | -24.8% | +18.9% | +0.2% |
| 6M | +13.9% | -25.6% | +39.4% | +21.1% |
| YTD | +12.6% | -48.9% | +61.5% | +29.3% |
| 1Y | +28.6% | -38.8% | +67.4% | +40.2% |
| 3Y | +45.1% | -64.5% | +109.6% | +75.7% |
| 5Y | +45.6% | -62.4% | +108.0% | +70.8% |
| 10Y | +345.0% | +55.4% | +289.6% | +295.8% |
| All | +1,095.4% | +263.8% | +831.6% | +935.2% |
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