+13,227.9%
ROK vs ZBRA
+8,965.3%
+4,262.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.4% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | -2.4% | -6.4% | +4.0% | -0.7% |
| 3M | -4.7% | +51.3% | -56.0% | -16.1% |
| 6M | +16.8% | +60.5% | -43.7% | +0.8% |
| YTD | +11.4% | +45.2% | -33.8% | -1.9% |
| 1Y | +26.2% | +12.3% | +13.8% | +18.5% |
| 3Y | +51.9% | +37.5% | +14.3% | +33.3% |
| 5Y | +46.4% | -39.2% | +85.6% | +54.8% |
| 10Y | +343.5% | +417.0% | -73.5% | +180.3% |
| All | +13,227.9% | +8,965.3% | +4,262.6% | +5,492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling