+487.4%
STX vs ROK
+25.9%
+461.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.2% | +7.7% |
| 7D | -14.8% | -11.5% | -3.2% | -7.9% |
| 30D | -35.4% | -10.0% | -25.4% | -30.7% |
| 3M | -37.7% | -11.4% | -26.2% | -32.5% |
| 6M | -35.2% | -13.7% | -21.5% | -28.8% |
| YTD | +84.4% | +1.0% | +83.3% | +85.9% |
| 1Y | +82.3% | +5.6% | +76.6% | +80.3% |
| 3Y | +646.2% | +59.1% | +587.1% | +485.1% |
| 5Y | +487.4% | +26.1% | +461.3% | +379.1% |
| All | +487.4% | +25.9% | +461.5% | +379.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling