+90.0%
RSG vs AZO
+85.8%
+4.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +1.0% |
| 30D | +4.0% | -5.6% | +9.5% | +5.5% |
| 3M | +7.4% | -6.6% | +14.0% | +9.2% |
| 6M | +0.1% | -22.5% | +22.6% | +6.6% |
| YTD | +6.0% | -15.2% | +21.2% | +9.6% |
| 1Y | -3.0% | -33.9% | +31.0% | +7.7% |
| 3Y | +56.5% | +11.8% | +44.7% | +48.5% |
| All | +90.0% | +85.8% | +4.3% | +50.5% |
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 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