-15.7%
STM vs ROK
+19.3%
-35.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.4% |
| 7D | -10.7% | -13.8% | +3.1% | -1.0% |
| 30D | -25.7% | -14.9% | -10.8% | -16.6% |
| 3M | -21.6% | -14.7% | -6.9% | -11.9% |
| 6M | -27.8% | -17.7% | -10.1% | -16.7% |
| YTD | +61.8% | -2.5% | +64.2% | +66.4% |
| 1Y | +78.1% | +2.3% | +75.8% | +77.6% |
| 3Y | +4.9% | +52.7% | -47.8% | -23.2% |
| All | -15.7% | +19.3% | -35.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling