+10,374.7%
STX vs ROK
+3,185.7%
+7,189.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.3% | +7.7% | +8.8% |
| 7D | -1.0% | -8.5% | +7.5% | +4.6% |
| 30D | -26.8% | -6.4% | -20.4% | -23.4% |
| 3M | -32.7% | -8.8% | -23.9% | -28.6% |
| 6M | -33.7% | -10.5% | -23.2% | -28.9% |
| YTD | +101.0% | +5.4% | +95.6% | +97.1% |
| 1Y | +92.7% | +5.0% | +87.7% | +89.8% |
| 3Y | +708.7% | +64.3% | +644.4% | +511.4% |
| 5Y | +504.0% | +34.0% | +470.0% | +393.6% |
| 10Y | +2,108.4% | +268.2% | +1,840.2% | +885.2% |
| All | +10,374.7% | +3,185.7% | +7,189.0% | +1,488.9% |
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