+6.8%
NOW vs ROST
+111.8%
-104.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | +20.5% | -8.9% | +29.4% | +24.9% |
| 3M | +18.3% | -0.8% | +19.2% | +18.2% |
| 6M | +24.1% | +8.5% | +15.6% | +18.1% |
| YTD | -7.8% | +28.6% | -36.4% | -19.2% |
| 1Y | -21.4% | +52.3% | -73.7% | -36.8% |
| 3Y | +19.5% | +94.8% | -75.3% | -17.3% |
| All | +6.8% | +111.8% | -104.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling