+1,972.8%
STX vs ROK
+264.0%
+1,708.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +14.6% | +7.1% | +7.5% | +10.6% |
| 30D | -26.0% | -5.0% | -21.0% | -23.1% |
| 3M | -42.6% | -9.4% | -33.2% | -38.9% |
| 6M | -35.3% | -11.0% | -24.3% | -30.3% |
| YTD | +92.5% | +4.4% | +88.0% | +90.1% |
| 1Y | +102.4% | +7.4% | +95.0% | +97.4% |
| 3Y | +673.8% | +61.0% | +612.9% | +498.1% |
| 5Y | +463.1% | +30.4% | +432.7% | +370.0% |
| All | +1,972.8% | +264.0% | +1,708.9% | +749.4% |
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