-67.1%
ZM vs ROK
+47.1%
-114.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -5.7% | -1.2% | -4.4% | -5.2% |
| 30D | -9.1% | -4.8% | -4.3% | -7.3% |
| 3M | +3.5% | -6.1% | +9.6% | +5.1% |
| 6M | +25.7% | +15.5% | +10.2% | +15.5% |
| YTD | +10.8% | +11.2% | -0.4% | +2.6% |
| 1Y | +12.8% | +23.8% | -11.1% | -1.0% |
| 3Y | +33.1% | +53.1% | -20.0% | +0.3% |
| All | -67.1% | +47.1% | -114.2% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling