+398.6%
ZS vs ROK
+174.9%
+223.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -3.1% | -1.2% | -1.8% | -2.6% |
| 30D | -7.2% | -4.8% | -2.4% | -5.4% |
| 3M | +30.5% | -6.1% | +36.6% | +32.7% |
| 6M | +7.0% | +15.5% | -8.5% | -2.0% |
| YTD | -26.8% | +11.2% | -38.0% | -32.0% |
| 1Y | -42.6% | +23.8% | -66.4% | -49.3% |
| 3Y | -0.3% | +53.1% | -53.4% | -22.6% |
| 5Y | -39.2% | +48.3% | -87.5% | -53.7% |
| All | +398.6% | +174.9% | +223.7% | +202.1% |
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