+348.5%
ROK vs ZBH
-16.2%
+364.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.2% |
| 7D | -1.2% | -4.7% | +3.4% | +0.7% |
| 30D | -4.8% | -4.5% | -0.3% | -3.1% |
| 3M | -6.1% | +7.6% | -13.7% | -9.6% |
| 6M | +15.5% | +0.3% | +15.2% | +13.9% |
| YTD | +11.2% | +4.5% | +6.6% | +7.4% |
| 1Y | +23.8% | -9.4% | +33.2% | +26.1% |
| 3Y | +53.1% | -21.5% | +74.6% | +62.5% |
| 5Y | +48.3% | -28.4% | +76.7% | +61.6% |
| All | +348.5% | -16.2% | +364.7% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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