-16.3%
NOW vs ROK
+49.7%
-66.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.0% | -13.8% | +10.8% | +0.1% |
| 30D | -26.0% | -14.9% | -11.1% | -23.7% |
| 3M | -13.1% | -14.7% | +1.6% | -10.5% |
| 6M | +14.5% | -17.7% | +32.2% | +17.7% |
| YTD | -33.4% | -2.5% | -31.0% | -36.0% |
| 1Y | -40.6% | +2.3% | -42.9% | -44.0% |
| 3Y | -16.3% | +52.7% | -69.1% | -33.1% |
| All | -16.3% | +49.7% | -66.0% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling