+39.6%
DOCS vs AZO
+20.6%
+19.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +1.3% | +1.2% | +2.5% |
| 30D | +11.4% | +12.0% | -0.5% | +11.1% |
| 3M | +25.4% | +7.2% | +18.2% | +25.0% |
| 6M | +42.5% | -3.2% | +45.7% | +41.4% |
| YTD | -24.7% | -3.9% | -20.8% | -25.4% |
| 1Y | -32.9% | -14.7% | -18.3% | -34.2% |
| 3Y | +39.6% | +20.4% | +19.2% | +39.2% |
| All | +39.6% | +20.6% | +19.0% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling