+1,945.0%
STM vs ROK
+8,133.8%
-6,188.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.9% |
| 7D | -7.9% | -11.0% | +3.1% | -1.0% |
| 30D | -14.1% | -8.2% | -5.9% | -9.1% |
| 3M | -17.6% | -8.5% | -9.1% | -12.4% |
| 6M | -24.2% | -12.0% | -12.3% | -17.2% |
| YTD | +73.3% | +3.1% | +70.2% | +71.5% |
| 1Y | +90.1% | +2.9% | +87.2% | +88.3% |
| 3Y | +10.3% | +60.7% | -50.3% | -19.0% |
| 5Y | -5.7% | +29.5% | -35.2% | -22.6% |
| 10Y | +444.1% | +262.6% | +181.5% | +139.4% |
| All | +1,945.0% | +8,133.8% | -6,188.8% | +73.6% |
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