+14,370.1%
ROK vs STT
+6,635.6%
+7,734.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | -8.5% | +0.4% | -8.9% | -8.4% |
| 30D | -6.4% | -0.4% | -6.0% | -6.0% |
| 3M | -8.8% | -6.5% | -2.4% | -6.4% |
| 6M | -10.5% | +17.2% | -27.7% | -15.5% |
| YTD | +5.4% | +38.2% | -32.8% | -6.3% |
| 1Y | +5.0% | +49.3% | -44.3% | -9.2% |
| 3Y | +64.3% | +181.9% | -117.6% | +13.0% |
| 5Y | +34.0% | +106.9% | -73.0% | +0.2% |
| 10Y | +268.2% | +203.1% | +65.0% | +131.7% |
| All | +14,370.1% | +6,635.6% | +7,734.5% | +3,661.5% |
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