+4,682.1%
ROK vs ZBH
+287.8%
+4,394.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +2.0% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | -5.9% | +13.4% | -19.3% | -11.7% |
| 6M | +13.9% | +3.0% | +10.9% | +10.8% |
| YTD | +12.6% | +9.7% | +2.9% | +6.2% |
| 1Y | +28.6% | -5.4% | +34.0% | +28.4% |
| 3Y | +45.1% | -15.6% | +60.7% | +48.6% |
| 5Y | +45.6% | -28.1% | +73.7% | +58.5% |
| 10Y | +345.0% | -15.2% | +360.3% | +322.7% |
| All | +4,682.1% | +287.8% | +4,394.3% | +2,250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling