+45.9%
ROK vs NVT
+399.9%
-354.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.6% |
| 30D | -5.4% | -7.2% | +1.7% | -2.6% |
| 3M | -4.0% | -0.9% | -3.1% | -4.9% |
| 6M | +13.3% | +42.6% | -29.2% | -6.6% |
| YTD | +9.3% | +52.9% | -43.5% | -13.3% |
| 1Y | +25.8% | +64.5% | -38.6% | -4.7% |
| 3Y | +49.1% | +178.0% | -128.9% | -22.0% |
| 5Y | +45.9% | +402.8% | -356.9% | -48.5% |
| All | +45.9% | +399.9% | -354.1% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling