-47.3%
DOCS vs AZO
-7.5%
-39.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.4% | +5.6% |
| 7D | +1.2% | +5.3% | -4.1% | +0.3% |
| 30D | +21.3% | +18.4% | +2.9% | +18.2% |
| 3M | +58.4% | +9.8% | +48.6% | +56.0% |
| 6M | +39.3% | -4.5% | +43.8% | +36.4% |
| YTD | -21.7% | -1.9% | -19.8% | -25.0% |
| 1Y | -47.3% | -9.5% | -37.8% | -49.2% |
| All | -47.3% | -7.5% | -39.9% | -49.2% |
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 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