+263.4%
ROK vs STT
+198.3%
+65.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +7.1% | +4.8% | +2.3% | +4.5% |
| 30D | -5.0% | +3.9% | -8.9% | -6.5% |
| 3M | -9.4% | -8.2% | -1.2% | -5.1% |
| 6M | -11.0% | +15.6% | -26.6% | -17.5% |
| YTD | +4.4% | +37.6% | -33.2% | -11.6% |
| 1Y | +7.4% | +50.1% | -42.7% | -13.1% |
| 3Y | +61.0% | +183.1% | -122.1% | -5.9% |
| 5Y | +30.4% | +104.8% | -74.5% | -14.4% |
| All | +263.4% | +198.3% | +65.1% | +79.0% |
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 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