-28.6%
NOW vs ROK
+26.1%
-54.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -5.2% |
| 7D | -6.1% | +2.8% | -8.9% | -5.7% |
| 30D | +7.5% | -2.4% | +9.9% | +7.1% |
| 3M | +17.5% | -4.7% | +22.2% | +16.3% |
| 6M | +7.9% | +16.8% | -8.8% | +4.8% |
| YTD | -12.4% | +11.4% | -23.8% | -14.7% |
| 1Y | -28.6% | +26.2% | -54.7% | -34.9% |
| All | -28.6% | +26.1% | -54.7% | -34.9% |
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 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