+28.6%
ROK vs NTRS
+47.2%
-18.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -3.3% | +1.7% | -5.0% | -4.2% |
| 3M | -5.9% | +8.9% | -14.7% | -10.4% |
| 6M | +13.9% | +30.6% | -16.7% | -2.8% |
| YTD | +12.6% | +38.7% | -26.1% | -7.4% |
| 1Y | +28.6% | +48.1% | -19.5% | +2.0% |
| All | +28.6% | +47.2% | -18.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded NTRS 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling