-38.7%
NOW vs ROK
+25.3%
-64.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.5% |
| 7D | -27.5% | 0.0% | -27.5% | -27.4% |
| 30D | -20.0% | -2.5% | -17.6% | -20.2% |
| 3M | -7.9% | 0.0% | -7.9% | -7.6% |
| 6M | +18.3% | +11.6% | +6.7% | +18.1% |
| YTD | -29.0% | +15.2% | -44.2% | -29.3% |
| 1Y | -38.7% | +25.0% | -63.7% | -40.2% |
| All | -38.7% | +25.3% | -64.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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