-25.7%
RKT vs AZO
+146.3%
-172.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -2.4% | -5.1% | +2.7% | -0.9% |
| 3M | +1.9% | -7.2% | +9.1% | +4.1% |
| 6M | -13.9% | -20.7% | +6.9% | -8.0% |
| YTD | -30.6% | -14.2% | -16.5% | -28.0% |
| 1Y | -34.4% | -32.2% | -2.2% | -26.9% |
| 3Y | +38.2% | +11.1% | +27.1% | +28.7% |
| 5Y | -9.7% | +87.6% | -97.2% | -28.6% |
| All | -25.7% | +146.3% | -172.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling