+19,359.6%
STRL vs ROK
+13,102.2%
+6,257.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | -9.2% | -3.3% | -5.9% | -7.8% |
| 3M | -51.0% | -5.9% | -45.2% | -49.3% |
| 6M | +15.8% | +13.9% | +1.9% | +13.1% |
| YTD | +58.9% | +12.6% | +46.3% | +55.6% |
| 1Y | +68.5% | +28.6% | +39.9% | +57.6% |
| 3Y | +485.2% | +45.1% | +440.1% | +419.1% |
| 5Y | +2,005.1% | +45.6% | +1,959.5% | +1,733.1% |
| 10Y | +7,118.0% | +345.0% | +6,772.9% | +4,199.1% |
| All | +19,359.6% | +13,102.2% | +6,257.4% | +8,480.3% |
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