+45.9%
ROK vs ZBRA
-40.9%
+86.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.6% | -3.8% | +2.2% | -0.2% |
| 30D | -5.4% | -10.2% | +4.8% | -1.7% |
| 3M | -4.0% | +58.7% | -62.6% | -22.6% |
| 6M | +13.3% | +61.9% | -48.6% | -10.1% |
| YTD | +9.3% | +41.7% | -32.3% | -9.4% |
| 1Y | +25.8% | +12.4% | +13.5% | +14.6% |
| 3Y | +49.1% | +34.2% | +14.9% | +20.3% |
| 5Y | +45.9% | -40.8% | +86.6% | +74.1% |
| All | +45.9% | -40.9% | +86.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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