+9,509.3%
STX vs ROK
+3,049.6%
+6,459.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.2% | +7.9% |
| 7D | -14.8% | -11.5% | -3.2% | -8.3% |
| 30D | -35.4% | -10.0% | -25.4% | -31.0% |
| 3M | -37.7% | -11.4% | -26.2% | -32.9% |
| 6M | -35.2% | -13.7% | -21.5% | -29.2% |
| YTD | +84.4% | +1.0% | +83.3% | +84.9% |
| 1Y | +82.3% | +5.6% | +76.6% | +79.0% |
| 3Y | +646.2% | +59.1% | +587.1% | +473.8% |
| 5Y | +487.4% | +26.1% | +461.3% | +395.3% |
| 10Y | +2,071.0% | +266.4% | +1,804.6% | +871.0% |
| All | +9,509.3% | +3,049.6% | +6,459.8% | +1,390.3% |
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 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