+152.5%
ROK vs NTR
+103.7%
+48.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +0.2% | +0.5% | -0.4% | 0.0% |
| 30D | -1.8% | +21.7% | -23.5% | -8.3% |
| 3M | -7.2% | +22.8% | -29.9% | -14.0% |
| 6M | +14.2% | +8.2% | +5.9% | +9.4% |
| YTD | +10.6% | +32.9% | -22.4% | -2.1% |
| 1Y | +25.9% | +45.3% | -19.4% | +7.2% |
| 3Y | +50.8% | +41.7% | +9.1% | +26.7% |
| 5Y | +47.0% | +49.8% | -2.8% | +4.9% |
| All | +152.5% | +103.7% | +48.9% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling