+113.0%
NVTS vs ROK
+29.3%
+83.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +4.4% |
| 7D | +2.7% | +0.7% | +2.0% | +1.7% |
| 30D | -4.5% | -3.3% | -1.1% | +1.0% |
| 3M | -61.5% | -5.9% | -55.7% | -58.3% |
| 6M | +28.0% | +13.9% | +14.1% | +3.0% |
| YTD | +65.3% | +12.6% | +52.7% | +27.5% |
| 1Y | +113.0% | +28.6% | +84.4% | +15.4% |
| All | +113.0% | +29.3% | +83.7% | +15.4% |
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