+54.1%
ZM vs ROK
+158.8%
-104.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -5.7% | -1.2% | -4.4% | -5.5% |
| 30D | -9.1% | -4.8% | -4.3% | -8.3% |
| 3M | +3.5% | -6.1% | +9.6% | +4.3% |
| 6M | +25.7% | +15.5% | +10.2% | +21.4% |
| YTD | +10.8% | +11.2% | -0.4% | +7.4% |
| 1Y | +12.8% | +23.8% | -11.1% | +7.0% |
| 3Y | +33.1% | +53.1% | -20.0% | +19.6% |
| 5Y | -68.3% | +48.3% | -116.6% | -73.2% |
| All | +54.1% | +158.8% | -104.6% | +76.2% |
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