+45.9%
ROK vs ZCMD
-100.0%
+145.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -5.4% | -19.8% | +14.4% | -5.3% |
| 3M | -4.0% | -62.1% | +58.1% | -4.7% |
| 6M | +13.3% | -99.5% | +112.8% | +16.8% |
| YTD | +9.3% | -99.7% | +109.1% | +13.4% |
| 1Y | +25.8% | -99.9% | +125.7% | +31.4% |
| 3Y | +49.1% | -100.0% | +149.1% | +61.1% |
| 5Y | +45.9% | -100.0% | +145.8% | +55.8% |
| All | +45.9% | -100.0% | +145.8% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling