-45.7%
RDDT vs AZO
-7.5%
-38.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.9% | +2.0% | +6.6% |
| 7D | -24.4% | +5.3% | -29.7% | -23.7% |
| 30D | -32.3% | +18.4% | -50.7% | -30.4% |
| 3M | -36.3% | +9.8% | -46.1% | -35.3% |
| 6M | -39.7% | -4.5% | -35.2% | -40.8% |
| YTD | -55.7% | -1.9% | -53.7% | -55.9% |
| 1Y | -45.7% | -9.5% | -36.2% | -45.7% |
| All | -45.7% | -7.5% | -38.3% | -45.7% |
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