+67.8%
ZETA vs ROK
+29.3%
+38.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | +15.8% | -3.3% | +19.1% | +17.5% |
| 3M | +35.4% | -5.9% | +41.3% | +36.5% |
| 6M | +67.1% | +13.9% | +53.2% | +41.0% |
| YTD | +54.1% | +12.6% | +41.5% | +30.3% |
| 1Y | +67.8% | +28.6% | +39.2% | +22.8% |
| All | +67.8% | +29.3% | +38.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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