+46.2%
RBRK vs AZO
-10.2%
+56.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.5% | -10.6% | -11.1% |
| 7D | -20.9% | +5.5% | -26.4% | -20.8% |
| 30D | -15.9% | +14.2% | -30.1% | -16.2% |
| 3M | +24.7% | +7.9% | +16.8% | +24.2% |
| 6M | +85.1% | -6.6% | +91.6% | +84.2% |
| YTD | +38.3% | -2.4% | +40.7% | +38.8% |
| 1Y | +46.2% | -9.6% | +55.8% | +40.3% |
| All | +46.2% | -10.2% | +56.3% | +40.3% |
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