+143.2%
ROK vs ZCMD
-100.0%
+243.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | -2.4% | -21.6% | +19.2% | -2.2% |
| 3M | -4.7% | -67.4% | +62.7% | -5.5% |
| 6M | +16.8% | -99.4% | +116.2% | +22.6% |
| YTD | +11.4% | -99.7% | +111.1% | +18.8% |
| 1Y | +26.2% | -99.9% | +126.1% | +36.5% |
| 3Y | +51.9% | -100.0% | +151.8% | +74.0% |
| 5Y | +46.4% | -100.0% | +146.4% | +67.9% |
| All | +143.2% | -100.0% | +243.2% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling