+21.1%
STM vs ROK
+48.7%
-27.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +3.4% |
| 30D | -7.4% | -2.4% | -5.0% | -5.9% |
| 3M | -30.6% | -4.7% | -25.9% | -28.4% |
| 6M | +66.4% | +16.8% | +49.6% | +52.9% |
| YTD | +101.1% | +11.4% | +89.8% | +88.7% |
| 1Y | +97.4% | +26.2% | +71.2% | +71.9% |
| 3Y | +21.1% | +51.9% | -30.7% | -10.8% |
| All | +21.1% | +48.7% | -27.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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