+47.5%
ROK vs AZO
+85.8%
-38.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | -1.2% | -3.6% | +2.3% | -0.2% |
| 30D | -4.8% | -5.6% | +0.7% | -3.3% |
| 3M | -6.1% | -6.6% | +0.6% | -4.7% |
| 6M | +15.5% | -22.5% | +38.0% | +24.2% |
| YTD | +11.2% | -15.2% | +26.3% | +15.7% |
| 1Y | +23.8% | -33.9% | +57.8% | +40.2% |
| 3Y | +53.1% | +11.8% | +41.3% | +38.9% |
| All | +47.5% | +85.8% | -38.3% | +8.2% |
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