+12,366.3%
ROK vs AZO
+41,812.3%
-29,446.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | -5.4% | -5.3% | -0.1% | -4.0% |
| 3M | -4.0% | -7.3% | +3.4% | -2.3% |
| 6M | +13.3% | -22.7% | +36.0% | +21.3% |
| YTD | +9.3% | -15.0% | +24.4% | +13.5% |
| 1Y | +25.8% | -32.2% | +58.1% | +39.1% |
| 3Y | +49.1% | +10.0% | +39.1% | +41.3% |
| 5Y | +45.9% | +85.8% | -40.0% | +17.4% |
| 10Y | +349.9% | +298.9% | +51.0% | +183.9% |
| All | +12,366.3% | +41,812.3% | -29,446.0% | +3,341.4% |
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