+252.6%
ZETA vs ROK
+68.9%
+183.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.8% |
| 7D | +2.7% | +0.7% | +2.0% | +2.1% |
| 30D | +15.8% | -3.3% | +19.1% | +18.0% |
| 3M | +35.4% | -5.9% | +41.3% | +38.1% |
| 6M | +67.1% | +13.9% | +53.2% | +48.9% |
| YTD | +54.1% | +12.6% | +41.5% | +38.9% |
| 1Y | +67.8% | +28.6% | +39.2% | +40.2% |
| 3Y | +311.4% | +45.1% | +266.3% | +201.7% |
| 5Y | +324.8% | +45.6% | +279.2% | +156.2% |
| All | +252.6% | +68.9% | +183.8% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling