-37.0%
DOCS vs AZO
-13.3%
-23.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | -4.2% | -2.6% | -1.5% | -3.6% |
| 30D | +8.6% | +11.7% | -3.1% | +6.6% |
| 3M | +27.2% | +6.4% | +20.8% | +25.7% |
| 6M | +26.5% | -5.5% | +32.0% | +25.0% |
| YTD | -25.0% | -4.5% | -20.4% | -28.0% |
| 1Y | -37.0% | -13.8% | -23.2% | -38.1% |
| All | -37.0% | -13.3% | -23.7% | -38.1% |
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 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