+55.5%
ZM vs ROK
+159.2%
-103.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.6% |
| 7D | +1.6% | +2.8% | -1.2% | +1.2% |
| 30D | -7.7% | -2.4% | -5.3% | -7.3% |
| 3M | -4.7% | -4.7% | 0.0% | -4.3% |
| 6M | +24.4% | +16.8% | +7.7% | +19.9% |
| YTD | +11.8% | +11.4% | +0.4% | +8.4% |
| 1Y | +13.4% | +26.2% | -12.8% | +7.2% |
| 3Y | +33.8% | +51.9% | -18.0% | +20.4% |
| 5Y | -67.2% | +46.4% | -113.5% | -72.3% |
| All | +55.5% | +159.2% | -103.7% | +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 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