+202.6%
ZTS vs ROK
+492.3%
-289.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | +6.1% | -5.0% | -0.9% |
| 30D | +12.4% | -6.5% | +18.9% | +14.6% |
| 3M | +13.6% | -10.2% | +23.8% | +17.1% |
| 6M | +9.3% | -10.6% | +19.9% | +12.1% |
| YTD | -32.6% | +4.9% | -37.5% | -34.8% |
| 1Y | -30.0% | +3.8% | -33.9% | -32.2% |
| 3Y | -48.7% | +63.5% | -112.2% | -58.9% |
| 5Y | -59.3% | +30.9% | -90.2% | -65.5% |
| 10Y | +79.8% | +266.4% | -186.6% | +1.1% |
| All | +202.6% | +492.3% | -289.7% | +48.5% |
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