+57.5%
ROK vs NXT
+171.8%
-114.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -1.8% | -20.0% | +18.2% | +1.2% |
| 3M | -7.2% | -30.9% | +23.8% | -2.8% |
| 6M | +14.2% | -23.8% | +38.0% | +17.0% |
| YTD | +10.6% | -5.4% | +16.0% | +9.7% |
| 1Y | +25.9% | +28.0% | -2.1% | +19.4% |
| 3Y | +50.8% | +93.3% | -42.5% | +31.2% |
| All | +57.5% | +171.8% | -114.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling