+521.8%
NOW vs ROK
+273.4%
+248.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.2% |
| 7D | -5.6% | -8.5% | +2.9% | -2.4% |
| 30D | -26.8% | -6.4% | -20.4% | -25.3% |
| 3M | -19.4% | -8.8% | -10.6% | -17.1% |
| 6M | +12.3% | -10.5% | +22.8% | +14.7% |
| YTD | -32.9% | +5.4% | -38.3% | -37.6% |
| 1Y | -40.3% | +5.0% | -45.3% | -44.4% |
| 3Y | -19.1% | +64.3% | -83.4% | -41.8% |
| 5Y | -24.4% | +34.0% | -58.3% | -41.6% |
| 10Y | +521.8% | +268.2% | +253.6% | +205.9% |
| All | +521.8% | +273.4% | +248.4% | +205.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling