+46.4%
ROK vs STT
+150.3%
-104.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +2.8% | +2.2% | +0.6% | +1.7% |
| 30D | -2.4% | +3.9% | -6.3% | -4.4% |
| 3M | -4.7% | +19.2% | -23.9% | -13.2% |
| 6M | +16.8% | +60.4% | -43.6% | -8.7% |
| YTD | +11.4% | +51.5% | -40.1% | -10.4% |
| 1Y | +26.2% | +76.3% | -50.1% | -5.9% |
| 3Y | +51.9% | +200.7% | -148.9% | -12.1% |
| 5Y | +46.4% | +157.5% | -111.1% | -17.7% |
| All | +46.4% | +150.3% | -104.0% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling