+19.6%
RSG vs AZO
-7.5%
+27.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.1% |
| 7D | +5.1% | +5.3% | -0.2% | +3.8% |
| 30D | +15.3% | +18.4% | -3.1% | +11.1% |
| 3M | +18.6% | +9.8% | +8.7% | +15.9% |
| 6M | +19.5% | -4.5% | +24.0% | +18.4% |
| YTD | +17.2% | -1.9% | +19.1% | +15.1% |
| 1Y | +19.6% | -9.5% | +29.1% | +19.6% |
| All | +19.6% | -7.5% | +27.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling