+208.4%
ROK vs NVT
+731.8%
-523.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -3.0% | -0.7% |
| 7D | -1.2% | +4.1% | -5.3% | -3.4% |
| 30D | -4.8% | -5.1% | +0.3% | -2.7% |
| 3M | -6.1% | -1.2% | -4.9% | -7.1% |
| 6M | +15.5% | +46.6% | -31.1% | -8.3% |
| YTD | +11.2% | +60.0% | -48.8% | -16.2% |
| 1Y | +23.8% | +70.8% | -47.0% | -10.9% |
| 3Y | +53.1% | +187.5% | -134.4% | -23.4% |
| 5Y | +48.3% | +426.1% | -377.9% | -49.3% |
| All | +208.4% | +731.8% | -523.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling