+91.3%
NVTS vs ROK
+27.3%
+63.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +1.8% |
| 7D | -1.4% | -1.2% | -0.2% | +0.5% |
| 30D | -16.5% | -4.8% | -11.7% | -9.6% |
| 3M | -47.6% | -6.1% | -41.5% | -43.8% |
| 6M | +7.3% | +15.5% | -8.2% | -15.9% |
| YTD | +62.9% | +11.2% | +51.7% | +27.4% |
| 1Y | +91.3% | +23.8% | +67.4% | +1.7% |
| All | +91.3% | +27.3% | +63.9% | +1.7% |
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