+51.3%
ROK vs NVD
-99.1%
+150.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -0.6% |
| 7D | -1.6% | +9.0% | -10.7% | -0.6% |
| 30D | -5.4% | -5.5% | 0.0% | -5.7% |
| 3M | -4.0% | -24.6% | +20.7% | -6.0% |
| 6M | +13.3% | -42.1% | +55.4% | +8.9% |
| YTD | +9.3% | -44.3% | +53.7% | +5.2% |
| 1Y | +25.8% | -54.2% | +80.0% | +19.7% |
| 3Y | +49.1% | -99.1% | +148.2% | -1.6% |
| All | +51.3% | -99.1% | +150.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling