+41.5%
NU vs ROK
+33.2%
+8.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.6% |
| 7D | -4.9% | -1.2% | -3.6% | -4.2% |
| 30D | +7.8% | -4.8% | +12.6% | +10.9% |
| 3M | +20.9% | -6.1% | +27.0% | +24.6% |
| 6M | +0.9% | +15.5% | -14.6% | -9.0% |
| YTD | -12.7% | +11.2% | -23.8% | -20.1% |
| 1Y | -6.4% | +23.8% | -30.2% | -20.1% |
| 3Y | +98.1% | +53.1% | +45.0% | +37.8% |
| All | +41.5% | +33.2% | +8.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling