+2,285.7%
STM vs ROK
+8,893.6%
-6,607.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | +5.8% | +0.7% | +5.1% | +5.4% |
| 30D | -1.0% | -3.3% | +2.3% | +1.1% |
| 3M | -33.3% | -5.9% | -27.4% | -30.6% |
| 6M | +57.4% | +13.9% | +43.5% | +46.4% |
| YTD | +102.2% | +12.6% | +89.6% | +88.3% |
| 1Y | +99.6% | +28.6% | +71.0% | +71.2% |
| 3Y | +14.5% | +45.1% | -30.6% | -11.5% |
| 5Y | +21.4% | +45.6% | -24.2% | -7.9% |
| 10Y | +695.0% | +345.0% | +349.9% | +206.6% |
| All | +2,285.7% | +8,893.6% | -6,607.8% | +90.6% |
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