-20.4%
ROP vs AZO
+10.2%
-30.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -8.0% | -2.9% | -5.1% | -7.3% |
| 30D | -2.7% | -5.3% | +2.6% | -1.4% |
| 3M | +16.6% | -7.3% | +23.9% | +18.7% |
| 6M | +10.4% | -22.7% | +33.0% | +17.2% |
| YTD | -12.1% | -15.0% | +3.0% | -9.3% |
| 1Y | -23.6% | -32.2% | +8.6% | -16.2% |
| All | -20.4% | +10.2% | -30.6% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling