-59.2%
ZTS vs ROK
+30.9%
-90.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | +6.1% | -5.0% | -0.7% |
| 30D | +12.4% | -6.5% | +18.9% | +14.3% |
| 3M | +13.6% | -10.2% | +23.8% | +16.7% |
| 6M | +9.3% | -10.6% | +19.9% | +11.7% |
| YTD | -32.6% | +4.9% | -37.5% | -34.7% |
| 1Y | -30.0% | +3.8% | -33.9% | -32.0% |
| 3Y | -48.7% | +63.5% | -112.2% | -58.6% |
| All | -59.2% | +30.9% | -90.1% | -63.4% |
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