+3,988.2%
STRL vs ROK
+277.6%
+3,710.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.4% | +12.3% |
| 7D | -13.3% | -11.5% | -1.8% | -4.7% |
| 30D | -43.3% | -10.0% | -33.3% | -38.3% |
| 3M | -46.9% | -11.4% | -35.4% | -41.3% |
| 6M | -65.6% | -13.7% | -51.9% | -60.7% |
| YTD | -5.1% | +1.0% | -6.1% | -0.5% |
| 1Y | -23.1% | +5.6% | -28.7% | -21.1% |
| 3Y | +346.8% | +59.1% | +287.8% | +247.4% |
| 5Y | +907.2% | +26.1% | +881.1% | +777.2% |
| 10Y | +3,988.2% | +266.4% | +3,721.8% | +1,825.6% |
| All | +3,988.2% | +277.6% | +3,710.6% | +1,825.6% |
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 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