+23.8%
ROK vs ZCMD
-99.9%
+123.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.7% | +1.7% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -4.8% | -24.8% | +20.0% | -4.6% |
| 3M | -6.1% | -62.8% | +56.7% | -6.7% |
| 6M | +15.5% | -99.5% | +115.0% | +23.5% |
| YTD | +11.2% | -99.8% | +110.9% | +21.8% |
| 1Y | +23.8% | -99.9% | +123.7% | +40.7% |
| All | +23.8% | -99.9% | +123.7% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling