+350.4%
STX vs ROK
+24.9%
+325.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.8% |
| 7D | +8.0% | -1.6% | +9.6% | +9.4% |
| 30D | +5.1% | -5.4% | +10.5% | +10.2% |
| 3M | +5.8% | -4.0% | +9.7% | +9.2% |
| 6M | +124.9% | +13.3% | +111.6% | +102.9% |
| YTD | +213.9% | +9.3% | +204.6% | +180.4% |
| 1Y | +350.4% | +25.8% | +324.6% | +256.5% |
| All | +350.4% | +24.9% | +325.5% | +256.5% |
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