+103.1%
DOCN vs AZO
+145.0%
-41.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | +19.1% | +1.3% | +17.7% | +18.7% |
| 30D | -21.0% | +12.0% | -33.0% | -23.9% |
| 3M | -34.7% | +7.2% | -42.0% | -36.5% |
| 6M | -45.8% | -3.2% | -42.6% | -45.7% |
| YTD | +79.4% | -3.9% | +83.3% | +79.9% |
| 1Y | +91.0% | -14.7% | +105.7% | +99.8% |
| 3Y | +237.5% | +20.4% | +217.0% | +190.1% |
| 5Y | -30.4% | +72.8% | -103.2% | -53.8% |
| All | +103.1% | +145.0% | -41.9% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling