+25.0%
ROK vs NVD
-27.4%
+52.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.0% | +0.4% |
| 7D | 0.0% | +15.0% | -14.9% | +2.1% |
| 30D | -2.5% | +39.3% | -41.8% | +2.5% |
| 3M | 0.0% | +3.1% | -3.1% | +1.7% |
| 6M | +11.6% | -19.0% | +30.5% | +11.5% |
| YTD | +15.2% | -35.5% | +50.7% | +12.0% |
| 1Y | +25.0% | -30.2% | +55.2% | +24.1% |
| All | +25.0% | -27.4% | +52.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling