-15.2%
RDW vs AZO
-10.2%
-5.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.5% | -19.3% | -20.1% |
| 7D | -32.4% | +5.5% | -37.9% | -29.9% |
| 30D | -41.7% | +14.2% | -55.9% | -36.6% |
| 3M | -42.3% | +7.9% | -50.2% | -39.3% |
| 6M | -28.8% | -6.6% | -22.2% | -27.0% |
| YTD | -18.6% | -2.4% | -16.1% | -7.3% |
| 1Y | -15.2% | -9.6% | -5.6% | -11.4% |
| All | -15.2% | -10.2% | -5.0% | -11.4% |
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