+337.1%
ROK vs Z
+6.6%
+330.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | -8.5% | -13.1% | +4.6% | -6.1% |
| 30D | -6.4% | +5.9% | -12.3% | -7.6% |
| 3M | -8.8% | -13.7% | +4.8% | -7.2% |
| 6M | -10.5% | -27.1% | +16.6% | -6.5% |
| YTD | +5.4% | -56.8% | +62.2% | +20.2% |
| 1Y | +5.0% | -60.2% | +65.2% | +21.4% |
| 3Y | +64.3% | -19.7% | +84.0% | +62.4% |
| 5Y | +34.0% | -53.7% | +87.7% | +39.3% |
| 10Y | +268.2% | -16.9% | +285.0% | +196.2% |
| All | +337.1% | +6.6% | +330.5% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling