+504.6%
NOW vs ROST
+324.5%
+180.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | -3.1% | +2.8% | -5.8% | -4.0% |
| 30D | -27.0% | +6.6% | -33.6% | -28.8% |
| 3M | -17.7% | -7.0% | -10.7% | -16.1% |
| 6M | +12.7% | +5.4% | +7.3% | +9.4% |
| YTD | -32.9% | +32.4% | -65.3% | -40.4% |
| 1Y | -40.4% | +48.4% | -88.7% | -49.3% |
| 3Y | -17.1% | +99.5% | -116.6% | -37.7% |
| 5Y | -25.7% | +109.9% | -135.5% | -46.9% |
| 10Y | +504.6% | +315.5% | +189.1% | +263.3% |
| All | +504.6% | +324.5% | +180.1% | +263.3% |
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