+58.4%
ROK vs NXT
+173.5%
-115.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -1.2% | -1.9% | +0.7% | -1.0% |
| 30D | -4.8% | -20.0% | +15.2% | -1.9% |
| 3M | -6.1% | -30.7% | +24.6% | -1.7% |
| 6M | +15.5% | -29.0% | +44.4% | +19.5% |
| YTD | +11.2% | -4.8% | +16.0% | +10.2% |
| 1Y | +23.8% | +22.8% | +1.0% | +18.1% |
| 3Y | +53.1% | +93.9% | -40.8% | +33.2% |
| All | +58.4% | +173.5% | -115.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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