+7,301.3%
STRL vs ROK
+343.9%
+6,957.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +8.2% | +0.2% | +8.0% | +8.1% |
| 30D | -6.3% | -1.8% | -4.5% | -5.0% |
| 3M | -41.2% | -7.2% | -34.0% | -37.2% |
| 6M | +20.4% | +14.2% | +6.2% | +15.2% |
| YTD | +61.7% | +10.6% | +51.1% | +57.3% |
| 1Y | +72.7% | +25.9% | +46.8% | +56.3% |
| 3Y | +530.9% | +50.8% | +480.2% | +399.0% |
| 5Y | +2,125.4% | +47.0% | +2,078.3% | +1,621.1% |
| 10Y | +7,301.3% | +354.9% | +6,946.4% | +3,053.4% |
| All | +7,301.3% | +343.9% | +6,957.4% | +3,053.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling