+15,354.0%
ROK vs STT
+7,372.9%
+7,981.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | -3.3% | +3.9% | -7.2% | -4.7% |
| 3M | -5.9% | +20.0% | -25.8% | -12.1% |
| 6M | +13.9% | +55.3% | -41.4% | -3.2% |
| YTD | +12.6% | +53.3% | -40.8% | -3.8% |
| 1Y | +28.6% | +74.7% | -46.1% | +4.7% |
| 3Y | +45.1% | +205.8% | -160.7% | -3.6% |
| 5Y | +45.6% | +145.0% | -99.4% | +2.0% |
| 10Y | +345.0% | +266.0% | +79.0% | +161.7% |
| All | +15,354.0% | +7,372.9% | +7,981.1% | +3,758.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling