+37.5%
NVTS vs ROK
+48.6%
-11.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -2.6% |
| 7D | +0.5% | -1.6% | +2.1% | +2.4% |
| 30D | -18.0% | -5.4% | -12.6% | -12.2% |
| 3M | -45.6% | -4.0% | -41.7% | -43.5% |
| 6M | +28.5% | +13.3% | +15.1% | +14.1% |
| YTD | +56.2% | +9.3% | +46.8% | +44.2% |
| 1Y | +97.7% | +25.8% | +71.9% | +61.2% |
| All | +37.5% | +48.6% | -11.1% | -7.4% |
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 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