-10.4%
RKT vs AZO
-7.5%
-3.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.9% | +4.8% | +7.2% |
| 7D | +29.7% | +5.3% | +24.4% | +27.3% |
| 30D | +28.5% | +18.4% | +10.1% | +21.6% |
| 3M | +6.4% | +9.8% | -3.4% | +2.9% |
| 6M | +7.1% | -4.5% | +11.6% | +7.1% |
| YTD | -22.5% | -1.9% | -20.5% | -24.1% |
| 1Y | -10.4% | -9.5% | -0.9% | -11.6% |
| All | -10.4% | -7.5% | -3.0% | -11.6% |
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