+47.0%
ROK vs Z
-65.8%
+112.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.5% |
| YTD | +10.6% | -52.9% | +63.5% | +25.6% |
| 1Y | +25.9% | -63.1% | +89.0% | +49.5% |
| 3Y | +50.8% | -36.9% | +87.6% | +56.4% |
| 5Y | +47.0% | -65.5% | +112.5% | +41.4% |
| All | +47.0% | -65.8% | +112.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling