+17.9%
NOW vs ROST
+97.0%
-79.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | +20.5% | -8.9% | +29.4% | +22.9% |
| 3M | +18.3% | -0.8% | +19.2% | +18.5% |
| 6M | +24.1% | +8.5% | +15.6% | +20.7% |
| YTD | -7.8% | +28.6% | -36.4% | -15.3% |
| 1Y | -21.4% | +52.3% | -73.7% | -32.3% |
| All | +17.9% | +97.0% | -79.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling