+28.6%
ROK vs AZO
-28.9%
+57.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | -3.3% | -2.7% | -0.6% | -3.1% |
| 3M | -5.9% | -3.2% | -2.7% | -5.7% |
| 6M | +13.9% | -19.7% | +33.6% | +17.2% |
| YTD | +12.6% | -12.0% | +24.6% | +16.4% |
| 1Y | +28.6% | -29.5% | +58.1% | +36.0% |
| All | +28.6% | -28.9% | +57.5% | +36.0% |
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