+112.2%
DT vs AZO
+158.9%
-46.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +0.1% | -5.1% | +5.2% | +1.8% |
| 3M | +24.1% | -7.2% | +31.3% | +26.9% |
| 6M | +30.1% | -20.7% | +50.9% | +39.7% |
| YTD | +16.8% | -14.2% | +30.9% | +21.3% |
| 1Y | -0.1% | -32.2% | +32.1% | +12.8% |
| 3Y | +6.8% | +11.1% | -4.3% | -2.9% |
| 5Y | -28.4% | +87.6% | -115.9% | -49.3% |
| All | +112.2% | +158.9% | -46.8% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling