+206.6%
ROL vs AZO
+296.8%
-90.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.2% | -3.6% | +0.4% | -2.1% |
| 30D | -4.9% | -5.6% | +0.7% | -3.4% |
| 3M | -25.8% | -6.6% | -19.2% | -24.5% |
| 6M | -37.6% | -22.5% | -15.0% | -33.2% |
| YTD | -41.5% | -15.2% | -26.3% | -39.3% |
| 1Y | -39.5% | -33.9% | -5.5% | -32.6% |
| 3Y | +0.1% | +11.8% | -11.7% | -4.2% |
| 5Y | -4.6% | +85.5% | -90.1% | -21.1% |
| All | +206.6% | +296.8% | -90.2% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling