+61.0%
ROK vs Z
-18.1%
+79.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +7.1% | +0.8% | +6.2% | +6.9% |
| 30D | -5.0% | +5.2% | -10.1% | -5.9% |
| 3M | -9.4% | -17.0% | +7.7% | -6.9% |
| 6M | -11.0% | -22.7% | +11.7% | -7.6% |
| YTD | +4.4% | -56.3% | +60.8% | +20.6% |
| 1Y | +7.4% | -57.7% | +65.1% | +24.7% |
| 3Y | +61.0% | -16.5% | +77.5% | +61.7% |
| All | +61.0% | -18.1% | +79.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling