+3,446.0%
STX vs ROL
+211.3%
+3,234.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.3% |
| 7D | +2.4% | -1.4% | +3.8% | +2.7% |
| 30D | +1.4% | -4.1% | +5.5% | +2.1% |
| 3M | -8.2% | -22.5% | +14.3% | -3.8% |
| 6M | +127.0% | -37.7% | +164.7% | +151.1% |
| YTD | +209.1% | -39.6% | +248.7% | +242.0% |
| 1Y | +365.4% | -36.0% | +401.4% | +403.2% |
| 3Y | +1,135.4% | -5.1% | +1,140.5% | +1,059.7% |
| 5Y | +991.5% | -3.4% | +994.9% | +889.7% |
| All | +3,446.0% | +211.3% | +3,234.7% | +1,577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling