+52.9%
ROK vs NVD
-99.2%
+152.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.5% |
| 7D | +0.2% | +0.5% | -0.4% | +0.3% |
| 30D | -1.8% | -9.3% | +7.5% | -2.5% |
| 3M | -7.2% | -22.1% | +14.9% | -8.8% |
| 6M | +14.2% | -45.8% | +60.0% | +8.9% |
| YTD | +10.6% | -46.7% | +57.3% | +5.8% |
| 1Y | +25.9% | -59.5% | +85.4% | +18.1% |
| 3Y | +50.8% | -99.2% | +149.9% | -1.0% |
| All | +52.9% | -99.2% | +152.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling