+11.2%
RBRK vs AZO
-32.5%
+43.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.6% |
| 7D | -7.5% | -3.6% | -3.9% | -7.7% |
| 30D | -10.4% | -5.6% | -4.9% | -10.6% |
| 3M | +21.3% | -6.6% | +27.9% | +20.7% |
| 6M | +50.6% | -22.5% | +73.2% | +47.6% |
| YTD | +13.3% | -15.2% | +28.5% | +13.7% |
| 1Y | +11.2% | -33.9% | +45.2% | +0.1% |
| All | +11.2% | -32.5% | +43.8% | +0.1% |
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