+790.9%
NOW vs ROST
+299.2%
+491.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -4.1% | -2.2% | -1.9% | -3.3% |
| 30D | +2.9% | -11.4% | +14.3% | +7.0% |
| 3M | +22.6% | -1.6% | +24.2% | +22.8% |
| 6M | +7.5% | +6.8% | +0.7% | +3.9% |
| YTD | -14.4% | +25.8% | -40.2% | -22.3% |
| 1Y | -29.8% | +52.4% | -82.2% | -40.7% |
| 3Y | +9.2% | +94.4% | -85.1% | -16.9% |
| 5Y | +0.8% | +108.2% | -107.4% | -27.3% |
| 10Y | +790.9% | +308.5% | +482.4% | +422.5% |
| All | +790.9% | +299.2% | +491.8% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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