+346.1%
ROK vs Z
-3.5%
+349.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.2% | -7.1% | +7.2% | +1.5% |
| 30D | -1.8% | -4.8% | +3.0% | -1.2% |
| 3M | -7.2% | -9.3% | +2.2% | -6.2% |
| 6M | +14.2% | -29.0% | +43.1% | +20.3% |
| YTD | +10.6% | -52.9% | +63.5% | +25.1% |
| 1Y | +25.9% | -63.1% | +89.0% | +48.6% |
| 3Y | +50.8% | -36.9% | +87.6% | +56.2% |
| 5Y | +47.0% | -65.5% | +112.5% | +59.2% |
| All | +346.1% | -3.5% | +349.6% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling