+53.1%
ROK vs NTRS
+168.2%
-115.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -1.2% | +1.4% | -2.6% | -2.0% |
| 30D | -4.8% | -0.7% | -4.2% | -4.5% |
| 3M | -6.1% | +11.3% | -17.4% | -12.0% |
| 6M | +15.5% | +35.5% | -20.1% | -3.7% |
| YTD | +11.2% | +40.6% | -29.4% | -9.5% |
| 1Y | +23.8% | +49.2% | -25.4% | -2.8% |
| 3Y | +53.1% | +167.2% | -114.1% | -13.5% |
| All | +53.1% | +168.2% | -115.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling