+142.8%
ROK vs ZCMD
-100.0%
+242.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.7% | +1.8% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -4.8% | -24.8% | +20.0% | -4.5% |
| 3M | -6.1% | -62.8% | +56.7% | -7.2% |
| 6M | +15.5% | -99.5% | +115.0% | +21.7% |
| YTD | +11.2% | -99.8% | +110.9% | +18.7% |
| 1Y | +23.8% | -99.9% | +123.7% | +34.3% |
| 3Y | +53.1% | -100.0% | +153.1% | +75.6% |
| 5Y | +48.3% | -100.0% | +148.3% | +70.4% |
| All | +142.8% | -100.0% | +242.8% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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