+262.6%
ROK vs STT
+198.3%
+64.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -11.0% | +1.1% | -12.2% | -11.3% |
| 30D | -8.2% | -1.9% | -6.3% | -7.0% |
| 3M | -8.5% | -7.6% | -0.9% | -4.5% |
| 6M | -12.0% | +16.0% | -27.9% | -18.6% |
| YTD | +3.1% | +36.2% | -33.1% | -12.3% |
| 1Y | +2.9% | +46.8% | -43.9% | -15.8% |
| 3Y | +60.7% | +177.8% | -117.1% | -5.1% |
| 5Y | +29.5% | +105.8% | -76.4% | -15.2% |
| 10Y | +262.6% | +197.6% | +65.1% | +79.2% |
| All | +262.6% | +198.3% | +64.3% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling