+48.4%
NU vs ROK
+33.5%
+14.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | +6.0% | +2.8% | +3.2% | +4.4% |
| 30D | +10.8% | -2.4% | +13.2% | +12.3% |
| 3M | +32.2% | -4.7% | +36.9% | +35.0% |
| 6M | +5.1% | +16.8% | -11.6% | -5.8% |
| YTD | -8.4% | +11.4% | -19.8% | -16.2% |
| 1Y | +0.7% | +26.2% | -25.4% | -15.0% |
| 3Y | +125.1% | +51.9% | +73.3% | +57.8% |
| All | +48.4% | +33.5% | +14.9% | +18.9% |
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