+64.8%
ROK vs NVDX
+815.5%
-750.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -1.8% | +3.0% | -4.8% | -2.4% |
| 3M | -7.2% | +6.8% | -14.0% | -8.5% |
| 6M | +14.2% | +28.6% | -14.4% | +9.6% |
| YTD | +10.6% | +17.0% | -6.4% | +6.7% |
| 1Y | +25.9% | +27.0% | -1.1% | +19.6% |
| All | +64.8% | +815.5% | -750.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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