+174.6%
ZTS vs ROK
+535.7%
-361.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +1.9% | -3.3% | +5.2% | +2.9% |
| 3M | -4.0% | -5.9% | +1.9% | -2.7% |
| 6M | -39.1% | +13.9% | -53.0% | -42.3% |
| YTD | -38.8% | +12.6% | -51.4% | -42.0% |
| 1Y | -49.6% | +28.6% | -78.2% | -54.3% |
| 3Y | -59.0% | +45.1% | -104.1% | -65.5% |
| 5Y | -61.8% | +45.6% | -107.3% | -68.7% |
| 10Y | +61.4% | +345.0% | -283.6% | -14.5% |
| All | +174.6% | +535.7% | -361.1% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling