-24.4%
STRL vs ROK
+4.6%
-29.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.6% | +11.4% | +9.2% |
| 7D | -13.3% | -11.5% | -1.8% | +4.9% |
| 30D | -43.3% | -10.0% | -33.3% | -33.3% |
| 3M | -46.9% | -11.4% | -35.4% | -35.6% |
| 6M | -65.6% | -13.7% | -51.9% | -56.0% |
| YTD | -5.1% | +1.0% | -6.1% | -11.1% |
| All | -24.4% | +4.6% | -29.0% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling