+504.4%
NOW vs ROK
+265.6%
+238.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.8% |
| 7D | -1.7% | +6.1% | -7.7% | -4.0% |
| 30D | -27.4% | -6.5% | -20.9% | -25.9% |
| 3M | -19.4% | -10.2% | -9.3% | -16.6% |
| 6M | +13.1% | -10.6% | +23.7% | +15.5% |
| YTD | -34.3% | +4.9% | -39.2% | -38.7% |
| 1Y | -41.8% | +3.8% | -45.6% | -45.5% |
| 3Y | -20.7% | +63.5% | -84.2% | -42.9% |
| 5Y | -27.2% | +30.9% | -58.1% | -43.2% |
| All | +504.4% | +265.6% | +238.9% | +198.1% |
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