-38.6%
ZS vs ROK
+46.4%
-85.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | -6.0% | -1.8% | -4.2% | -5.2% |
| 3M | +32.0% | -7.2% | +39.2% | +35.5% |
| 6M | +2.1% | +14.2% | -12.0% | -9.1% |
| YTD | -26.2% | +10.6% | -36.7% | -33.3% |
| 1Y | -41.2% | +25.9% | -67.1% | -51.3% |
| 3Y | +3.3% | +50.8% | -47.5% | -29.0% |
| All | -38.6% | +46.4% | -85.0% | -57.8% |
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