+102.4%
STX vs ROK
+4.7%
+97.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | +14.6% | +7.1% | +7.5% | +8.2% |
| 30D | -26.0% | -5.0% | -21.0% | -21.5% |
| 3M | -42.6% | -9.4% | -33.2% | -36.9% |
| 6M | -35.3% | -11.0% | -24.3% | -27.8% |
| YTD | +92.5% | +4.4% | +88.0% | +79.3% |
| 1Y | +102.4% | +7.4% | +95.0% | +81.3% |
| All | +102.4% | +4.7% | +97.7% | +81.3% |
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 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