+1,972.6%
NOW vs ROST
+747.6%
+1,224.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -26.0% | +2.5% | -28.5% | -26.9% |
| 3M | -13.1% | -9.0% | -4.2% | -10.7% |
| 6M | +14.5% | +1.3% | +13.2% | +12.5% |
| YTD | -33.4% | +29.1% | -62.5% | -40.5% |
| 1Y | -40.6% | +45.4% | -86.1% | -49.3% |
| 3Y | -16.3% | +94.9% | -111.2% | -36.9% |
| 5Y | -26.3% | +104.0% | -130.3% | -46.9% |
| 10Y | +512.7% | +314.8% | +197.9% | +223.7% |
| All | +1,972.6% | +747.6% | +1,224.9% | +684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling