-11.4%
RKT vs AZO
+85.8%
-97.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | -3.6% | -2.7% | -5.1% |
| 30D | -6.2% | -5.6% | -0.6% | -4.5% |
| 3M | -1.9% | -6.6% | +4.8% | +0.2% |
| 6M | -13.0% | -22.5% | +9.5% | -5.9% |
| YTD | -31.9% | -15.2% | -16.7% | -28.9% |
| 1Y | -37.6% | -33.9% | -3.6% | -29.1% |
| 3Y | +36.8% | +11.8% | +25.0% | +24.9% |
| All | -11.4% | +85.8% | -97.2% | -38.1% |
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 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