-15.0%
ROP vs AZO
+86.1%
-101.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -8.0% | -2.9% | -5.1% | -7.2% |
| 30D | -2.7% | -5.3% | +2.6% | -1.2% |
| 3M | +16.6% | -7.3% | +23.9% | +19.0% |
| 6M | +10.4% | -22.7% | +33.0% | +18.2% |
| YTD | -12.1% | -15.0% | +3.0% | -8.8% |
| 1Y | -23.6% | -32.2% | +8.6% | -15.2% |
| 3Y | -19.3% | +10.0% | -29.3% | -23.5% |
| All | -15.0% | +86.1% | -101.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling