+129.7%
ROP vs AZO
+296.8%
-167.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -4.6% | -3.6% | -1.0% | -3.5% |
| 30D | -1.7% | -5.6% | +3.9% | 0.0% |
| 3M | +17.1% | -6.6% | +23.7% | +19.4% |
| 6M | +10.9% | -22.5% | +33.4% | +19.6% |
| YTD | -12.1% | -15.2% | +3.1% | -8.3% |
| 1Y | -24.2% | -33.9% | +9.7% | -14.4% |
| 3Y | -20.4% | +11.8% | -32.2% | -25.2% |
| 5Y | -15.4% | +85.5% | -100.9% | -34.1% |
| All | +129.7% | +296.8% | -167.1% | +46.5% |
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