-38.0%
DOCS vs AZO
+124.7%
-162.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +7.8% | +10.6% | -2.8% | +5.7% |
| 3M | +20.0% | +4.0% | +16.0% | +19.0% |
| 6M | +26.5% | -7.0% | +33.5% | +27.6% |
| YTD | -25.8% | -4.1% | -21.6% | -26.0% |
| 1Y | -39.5% | -12.6% | -26.9% | -38.6% |
| 3Y | +60.3% | +21.4% | +39.0% | +44.1% |
| 5Y | -57.0% | +74.2% | -131.2% | -68.2% |
| All | -38.0% | +124.7% | -162.6% | -51.5% |
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