+140.2%
NI vs ROK
+357.9%
-217.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | 0.0% | -1.2% | +1.3% | +0.3% |
| 30D | -1.4% | -4.8% | +3.4% | -0.5% |
| 3M | -10.6% | -6.1% | -4.5% | -9.7% |
| 6M | -9.3% | +15.5% | -24.8% | -12.6% |
| YTD | +1.1% | +11.2% | -10.0% | -2.0% |
| 1Y | +3.4% | +23.8% | -20.5% | -2.3% |
| 3Y | +67.9% | +53.1% | +14.8% | +48.0% |
| 5Y | +98.0% | +48.3% | +49.7% | +72.0% |
| All | +140.2% | +357.9% | -217.8% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling