+49.7%
ROK vs STT
+206.4%
-156.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | -3.3% | +3.9% | -7.2% | -5.7% |
| 3M | -5.9% | +20.0% | -25.8% | -16.7% |
| 6M | +13.9% | +55.3% | -41.4% | -15.1% |
| YTD | +12.6% | +53.3% | -40.8% | -15.5% |
| 1Y | +28.6% | +74.7% | -46.1% | -11.4% |
| All | +49.7% | +206.4% | -156.8% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling