+25.0%
ROK vs Z
-54.2%
+79.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.4% | -10.0% | -1.1% |
| 7D | 0.0% | +10.2% | -10.2% | -0.6% |
| 30D | -2.5% | +23.7% | -26.2% | -4.4% |
| 3M | 0.0% | -6.6% | +6.6% | +0.9% |
| 6M | +11.6% | -23.0% | +34.6% | +17.5% |
| YTD | +15.2% | -50.3% | +65.5% | +32.5% |
| 1Y | +25.0% | -53.6% | +78.6% | +46.5% |
| All | +25.0% | -54.2% | +79.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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