+26.5%
DOCS vs AZO
-9.7%
+36.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.9% |
| 7D | -0.8% | +1.5% | -2.2% | -1.2% |
| 30D | +17.4% | +13.0% | +4.4% | +12.7% |
| 3M | +57.4% | +4.8% | +52.6% | +55.3% |
| 6M | +26.5% | -9.2% | +35.7% | +24.9% |
| All | +26.5% | -9.7% | +36.3% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling