+52.3%
ROK vs ZCMD
-100.0%
+152.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | -1.8% | -22.7% | +20.9% | -1.7% |
| 3M | -7.2% | -62.5% | +55.3% | -7.7% |
| 6M | +14.2% | -99.5% | +113.6% | +16.5% |
| YTD | +10.6% | -99.7% | +110.3% | +13.4% |
| 1Y | +25.9% | -99.9% | +125.8% | +29.5% |
| All | +52.3% | -100.0% | +152.3% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling