+3.4%
NU vs ROK
+29.3%
-26.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | +7.5% | +0.7% | +6.8% | +7.2% |
| 30D | +6.1% | -3.3% | +9.5% | +7.5% |
| 3M | +26.8% | -5.9% | +32.7% | +29.2% |
| 6M | +2.5% | +13.9% | -11.4% | -5.0% |
| YTD | -8.2% | +12.6% | -20.8% | -15.7% |
| 1Y | +3.4% | +28.6% | -25.2% | -13.1% |
| All | +3.4% | +29.3% | -26.0% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling