+506.3%
NOW vs ROK
+270.1%
+236.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.9% |
| 7D | -8.7% | -11.0% | +2.3% | -4.6% |
| 30D | -29.3% | -8.2% | -21.1% | -27.3% |
| 3M | -21.8% | -8.5% | -13.4% | -19.8% |
| 6M | +9.2% | -12.0% | +21.2% | +12.2% |
| YTD | -35.0% | +3.1% | -38.0% | -38.9% |
| 1Y | -42.5% | +2.9% | -45.4% | -46.0% |
| 3Y | -21.5% | +60.7% | -82.2% | -43.1% |
| 5Y | -25.8% | +29.5% | -55.2% | -41.9% |
| 10Y | +506.3% | +262.6% | +243.7% | +205.4% |
| All | +506.3% | +270.1% | +236.2% | +205.4% |
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