+504.6%
NOW vs ROK
+277.6%
+227.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.7% |
| 7D | -3.1% | -11.5% | +8.5% | +1.6% |
| 30D | -27.0% | -10.0% | -17.1% | -24.4% |
| 3M | -17.7% | -11.4% | -6.3% | -14.4% |
| 6M | +12.7% | -13.7% | +26.4% | +16.8% |
| YTD | -32.9% | +1.0% | -34.0% | -36.5% |
| 1Y | -40.4% | +5.6% | -46.0% | -44.8% |
| 3Y | -17.1% | +59.1% | -76.2% | -39.6% |
| 5Y | -25.7% | +26.1% | -51.8% | -41.1% |
| 10Y | +504.6% | +266.4% | +238.2% | +226.1% |
| All | +504.6% | +277.6% | +227.0% | +226.1% |
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