+25.0%
ROK vs STT
+53.6%
-28.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.9% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -2.5% | -1.7% | -0.8% | -1.5% |
| 3M | 0.0% | -6.4% | +6.4% | +4.0% |
| 6M | +11.6% | +17.7% | -6.1% | -2.3% |
| YTD | +15.2% | +36.9% | -21.7% | -11.2% |
| 1Y | +25.0% | +52.0% | -27.0% | -13.0% |
| All | +25.0% | +53.6% | -28.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling