+70.5%
DOCN vs AZO
+141.7%
-71.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.3% |
| 7D | -19.2% | +1.5% | -20.6% | -19.6% |
| 30D | -43.1% | +13.0% | -56.1% | -45.4% |
| 3M | -40.7% | +4.8% | -45.5% | -41.9% |
| 6M | -55.0% | -9.2% | -45.8% | -53.9% |
| YTD | +50.6% | -5.2% | +55.8% | +51.5% |
| 1Y | +54.0% | -12.4% | +66.4% | +59.0% |
| 3Y | +203.9% | +23.4% | +180.5% | +156.5% |
| 5Y | -29.4% | +76.9% | -106.3% | -53.0% |
| All | +70.5% | +141.7% | -71.2% | +24.0% |
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 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