+2,771.1%
NOW vs ROK
+786.0%
+1,985.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | +20.5% | -3.3% | +23.8% | +22.1% |
| 3M | +18.3% | -5.9% | +24.2% | +19.8% |
| 6M | +24.1% | +13.9% | +10.2% | +13.2% |
| YTD | -7.8% | +12.6% | -20.4% | -16.0% |
| 1Y | -21.4% | +28.6% | -50.0% | -33.1% |
| 3Y | +19.5% | +45.1% | -25.6% | -8.0% |
| 5Y | +4.1% | +45.6% | -41.5% | -21.7% |
| 10Y | +826.4% | +345.0% | +481.4% | +268.8% |
| All | +2,771.1% | +786.0% | +1,985.1% | +817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling