+1,115.0%
RSP vs AZO
+3,571.2%
-2,456.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.5% | -5.6% | +4.1% | +0.6% |
| 3M | +4.8% | -4.0% | +8.8% | +5.9% |
| 6M | +10.3% | -18.9% | +29.2% | +18.3% |
| YTD | +14.1% | -13.0% | +27.0% | +18.5% |
| 1Y | +17.0% | -30.4% | +47.4% | +32.1% |
| 3Y | +54.2% | +12.7% | +41.5% | +40.9% |
| 5Y | +51.5% | +89.6% | -38.1% | +9.5% |
| 10Y | +204.4% | +304.7% | -100.3% | +53.3% |
| All | +1,115.0% | +3,571.2% | -2,456.1% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling