-9.1%
NVTS vs ROK
+46.6%
-55.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.5% |
| 7D | -1.4% | -1.2% | -0.2% | 0.0% |
| 30D | -16.5% | -4.8% | -11.7% | -11.4% |
| 3M | -47.6% | -6.1% | -41.5% | -44.2% |
| 6M | +7.3% | +15.5% | -8.2% | -6.1% |
| YTD | +62.9% | +11.2% | +51.7% | +48.4% |
| 1Y | +91.3% | +23.8% | +67.4% | +58.8% |
| 3Y | +43.4% | +53.1% | -9.7% | -4.9% |
| All | -9.1% | +46.6% | -55.8% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling