+55.5%
ZTS vs ROK
+350.4%
-294.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -4.5% | -1.6% | -2.9% | -4.0% |
| 30D | -3.3% | -5.4% | +2.1% | -1.6% |
| 3M | -9.7% | -4.0% | -5.8% | -9.2% |
| 6M | -38.8% | +13.3% | -52.2% | -42.0% |
| YTD | -41.2% | +9.3% | -50.5% | -43.7% |
| 1Y | -50.3% | +25.8% | -76.1% | -54.7% |
| 3Y | -59.1% | +49.1% | -108.2% | -66.1% |
| 5Y | -62.8% | +45.9% | -108.6% | -69.7% |
| All | +55.5% | +350.4% | -294.9% | -11.2% |
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