-7.8%
NVTS vs ROK
+48.5%
-56.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +4.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.0% |
| 30D | -4.5% | -3.3% | -1.1% | -0.4% |
| 3M | -61.5% | -5.9% | -55.7% | -58.8% |
| 6M | +28.0% | +13.9% | +14.1% | +13.7% |
| YTD | +65.3% | +12.6% | +52.7% | +48.4% |
| 1Y | +113.0% | +28.6% | +84.4% | +70.0% |
| 3Y | +34.7% | +45.1% | -10.4% | -5.7% |
| All | -7.8% | +48.5% | -56.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling