+239.5%
ZETA vs ROK
+66.8%
+172.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.2% |
| 7D | -3.7% | -1.2% | -2.5% | -3.1% |
| 30D | +5.7% | -4.8% | +10.5% | +8.6% |
| 3M | +50.4% | -6.1% | +56.5% | +53.6% |
| 6M | +65.5% | +15.5% | +50.0% | +46.0% |
| YTD | +48.3% | +11.2% | +37.1% | +34.6% |
| 1Y | +45.4% | +23.8% | +21.5% | +24.1% |
| 3Y | +270.8% | +53.1% | +217.6% | +160.4% |
| 5Y | +336.1% | +48.3% | +287.8% | +165.3% |
| All | +239.5% | +66.8% | +172.7% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling