+6,202.0%
ROL vs AZO
+42,832.5%
-36,630.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -6.9% | -5.6% | -1.3% | -5.6% |
| 3M | -24.6% | -4.0% | -20.6% | -23.9% |
| 6M | -39.5% | -18.9% | -20.6% | -36.5% |
| YTD | -41.1% | -13.0% | -28.1% | -39.5% |
| 1Y | -37.9% | -30.4% | -7.5% | -32.6% |
| 3Y | +0.8% | +12.7% | -11.9% | -3.4% |
| 5Y | -4.7% | +89.6% | -94.3% | -20.2% |
| 10Y | +207.9% | +304.7% | -96.8% | +108.7% |
| All | +6,202.0% | +42,832.5% | -36,630.5% | +1,658.0% |
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 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