+506.3%
NOW vs ROST
+317.2%
+189.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -8.7% | +3.2% | -11.9% | -9.7% |
| 30D | -29.3% | +7.4% | -36.7% | -31.2% |
| 3M | -21.8% | -6.1% | -15.8% | -20.6% |
| 6M | +9.2% | +6.2% | +3.0% | +5.8% |
| YTD | -35.0% | +33.4% | -68.4% | -42.4% |
| 1Y | -42.5% | +48.8% | -91.3% | -51.1% |
| 3Y | -21.5% | +99.5% | -121.1% | -41.0% |
| 5Y | -25.8% | +112.7% | -138.4% | -47.2% |
| 10Y | +506.3% | +316.4% | +189.9% | +262.8% |
| All | +506.3% | +317.2% | +189.2% | +262.8% |
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