+1,937.6%
STM vs ROK
+7,972.1%
-6,034.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +4.6% |
| 7D | -5.6% | -11.5% | +6.0% | +1.9% |
| 30D | -14.4% | -10.0% | -4.5% | -8.3% |
| 3M | -20.5% | -11.4% | -9.0% | -13.7% |
| 6M | -24.5% | -13.7% | -10.8% | -16.5% |
| YTD | +72.7% | +1.0% | +71.6% | +72.9% |
| 1Y | +91.0% | +5.6% | +85.4% | +86.1% |
| 3Y | +13.5% | +59.1% | -45.6% | -16.2% |
| 5Y | -9.2% | +26.1% | -35.3% | -24.2% |
| 10Y | +422.5% | +266.4% | +156.1% | +128.4% |
| All | +1,937.6% | +7,972.1% | -6,034.4% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling