+56.8%
RGTI vs AZO
+85.8%
-29.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | -3.6% | +4.0% | +1.3% |
| 30D | -17.1% | -5.6% | -11.5% | -16.0% |
| 3M | -26.0% | -6.6% | -19.3% | -25.1% |
| 6M | -9.9% | -22.5% | +12.7% | -4.0% |
| YTD | -31.1% | -15.2% | -15.9% | -28.4% |
| 1Y | -8.5% | -33.9% | +25.4% | +1.6% |
| 3Y | +652.2% | +11.8% | +640.4% | +574.9% |
| All | +56.8% | +85.8% | -29.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling