-42.5%
NOW vs ROST
+48.9%
-91.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.0% |
| 7D | -8.7% | +3.2% | -11.9% | -8.3% |
| 30D | -29.3% | +7.4% | -36.7% | -28.6% |
| 3M | -21.8% | -6.1% | -15.8% | -21.8% |
| 6M | +9.2% | +6.2% | +3.0% | +10.8% |
| YTD | -35.0% | +33.4% | -68.4% | -34.0% |
| 1Y | -42.5% | +48.8% | -91.3% | -43.2% |
| All | -42.5% | +48.9% | -91.4% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling