+153.9%
ROK vs NTR
+97.9%
+56.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -1.2% | -1.3% | 0.0% | -0.8% |
| 30D | -4.8% | +16.8% | -21.6% | -9.8% |
| 3M | -6.1% | +20.7% | -26.8% | -12.5% |
| 6M | +15.5% | +0.5% | +14.9% | +13.6% |
| YTD | +11.2% | +29.2% | -18.0% | -0.6% |
| 1Y | +23.8% | +39.6% | -15.7% | +7.0% |
| 3Y | +53.1% | +37.9% | +15.2% | +29.9% |
| 5Y | +48.3% | +47.1% | +1.2% | +6.2% |
| All | +153.9% | +97.9% | +56.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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