+8.2%
RBRK vs AZO
-28.9%
+37.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.7% |
| 7D | +0.7% | +0.7% | -0.1% | +0.7% |
| 30D | +10.4% | -2.7% | +13.1% | +10.4% |
| 3M | +21.6% | -3.2% | +24.9% | +21.3% |
| 6M | +70.7% | -19.7% | +90.5% | +68.4% |
| YTD | +22.5% | -12.0% | +34.5% | +23.0% |
| 1Y | +8.2% | -29.5% | +37.7% | +4.2% |
| All | +8.2% | -28.9% | +37.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling