+208.9%
ROK vs NVT
+732.7%
-523.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -3.2% |
| 7D | +2.8% | +10.4% | -7.6% | -2.4% |
| 30D | -2.4% | -1.3% | -1.1% | -2.3% |
| 3M | -4.7% | -0.6% | -4.1% | -5.9% |
| 6M | +16.8% | +53.8% | -37.0% | -9.6% |
| YTD | +11.4% | +60.2% | -48.8% | -16.1% |
| 1Y | +26.2% | +76.8% | -50.6% | -10.9% |
| 3Y | +51.9% | +191.2% | -139.4% | -24.6% |
| 5Y | +46.4% | +430.9% | -384.6% | -50.2% |
| All | +208.9% | +732.7% | -523.8% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling