+3.8%
ROK vs NXT
-11.1%
+14.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.5% | +0.7% |
| 7D | +6.1% | -6.0% | +12.1% | +7.1% |
| 30D | -6.5% | +5.4% | -11.9% | -7.4% |
| 3M | -10.2% | -9.7% | -0.5% | -9.0% |
| 6M | -10.6% | -25.3% | +14.7% | -7.3% |
| YTD | +4.9% | +7.5% | -2.6% | -1.3% |
| 1Y | +3.8% | -3.0% | +6.8% | +0.2% |
| All | +3.8% | -11.1% | +14.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling