+34.4%
NVDA vs ROK
+29.3%
+5.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +5.9% | +0.7% | +5.2% | +5.6% |
| 30D | +5.1% | -3.3% | +8.4% | +6.3% |
| 3M | +5.4% | -5.9% | +11.2% | +7.3% |
| 6M | +26.0% | +13.9% | +12.1% | +19.6% |
| YTD | +23.7% | +12.6% | +11.1% | +16.4% |
| 1Y | +34.4% | +28.6% | +5.8% | +21.1% |
| All | +34.4% | +29.3% | +5.0% | +21.1% |
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