-37.4%
DOCS vs AZO
+124.7%
-162.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +8.7% | +12.4% | -3.7% | +6.3% |
| 3M | +32.9% | +6.8% | +26.1% | +31.1% |
| 6M | +25.5% | -4.6% | +30.1% | +26.1% |
| YTD | -25.0% | -4.1% | -20.9% | -25.3% |
| 1Y | -34.9% | -14.2% | -20.7% | -33.6% |
| 3Y | +39.3% | +20.3% | +19.0% | +25.5% |
| 5Y | -54.8% | +72.4% | -127.2% | -66.7% |
| All | -37.4% | +124.7% | -162.1% | -51.1% |
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