+15,160.9%
ROK vs NTRS
+7,800.3%
+7,360.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | -4.8% | -0.7% | -4.2% | -4.6% |
| 3M | -6.1% | +11.3% | -17.4% | -10.6% |
| 6M | +15.5% | +35.5% | -20.1% | +0.7% |
| YTD | +11.2% | +40.6% | -29.4% | -4.7% |
| 1Y | +23.8% | +49.2% | -25.4% | +3.3% |
| 3Y | +53.1% | +167.2% | -114.1% | -1.8% |
| 5Y | +48.3% | +94.9% | -46.7% | +6.4% |
| 10Y | +357.4% | +259.5% | +97.9% | +147.2% |
| All | +15,160.9% | +7,800.3% | +7,360.6% | +3,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling