+649.9%
NVDL vs ROK
+51.1%
+598.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -1.7% |
| 7D | -10.3% | -1.2% | -9.1% | -9.3% |
| 30D | -7.1% | -4.8% | -2.3% | -2.7% |
| 3M | +6.6% | -6.1% | +12.7% | +12.2% |
| 6M | +21.1% | +15.5% | +5.6% | +4.9% |
| YTD | +15.2% | +11.2% | +4.0% | +2.0% |
| 1Y | +18.8% | +23.8% | -5.1% | -5.1% |
| 3Y | +649.9% | +53.1% | +596.8% | +371.9% |
| All | +649.9% | +51.1% | +598.8% | +371.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling