-62.4%
ZTS vs ROK
+45.0%
-107.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.8% | +0.2% | -3.9% | -3.8% |
| 30D | -2.0% | -1.8% | -0.2% | -1.6% |
| 3M | -10.2% | -7.2% | -3.0% | -8.8% |
| 6M | -39.4% | +14.2% | -53.6% | -42.4% |
| YTD | -40.8% | +10.6% | -51.4% | -43.3% |
| 1Y | -50.1% | +25.9% | -76.0% | -54.2% |
| 3Y | -58.9% | +50.8% | -109.7% | -65.4% |
| 5Y | -62.4% | +47.0% | -109.4% | -68.6% |
| All | -62.4% | +45.0% | -107.4% | -68.6% |
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