+3,877.5%
STRL vs ROK
+270.1%
+3,607.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.8% |
| 7D | -19.8% | -11.0% | -8.8% | -12.3% |
| 30D | -43.6% | -8.2% | -35.4% | -39.4% |
| 3M | -45.2% | -8.5% | -36.7% | -40.9% |
| 6M | -65.7% | -12.0% | -53.8% | -61.4% |
| YTD | -5.4% | +3.1% | -8.5% | -2.3% |
| 1Y | -24.7% | +2.9% | -27.6% | -21.6% |
| 3Y | +335.0% | +60.7% | +274.4% | +235.2% |
| 5Y | +915.3% | +29.5% | +885.8% | +767.6% |
| 10Y | +3,877.5% | +262.6% | +3,614.9% | +1,802.0% |
| All | +3,877.5% | +270.1% | +3,607.4% | +1,802.0% |
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