+2,490.2%
NVDL vs ROK
+66.9%
+2,423.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -1.7% |
| 7D | -10.3% | -1.2% | -9.1% | -9.2% |
| 30D | -7.1% | -4.8% | -2.3% | -2.6% |
| 3M | +6.6% | -6.1% | +12.7% | +12.4% |
| 6M | +21.1% | +15.5% | +5.6% | +4.5% |
| YTD | +15.2% | +11.2% | +4.0% | +1.6% |
| 1Y | +18.8% | +23.8% | -5.1% | -5.6% |
| 3Y | +649.9% | +53.1% | +596.8% | +364.9% |
| All | +2,490.2% | +66.9% | +2,423.3% | +1,224.6% |
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