+70.5%
DOCN vs EAT
+198.8%
-128.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.6% |
| 7D | -19.2% | -2.6% | -16.5% | -18.4% |
| 30D | -43.1% | +11.5% | -54.5% | -45.7% |
| 3M | -40.7% | -9.1% | -31.6% | -39.2% |
| 6M | -55.0% | +40.4% | -95.4% | -61.8% |
| YTD | +50.6% | +43.9% | +6.7% | +23.5% |
| 1Y | +54.0% | +101.9% | -48.0% | +7.3% |
| 3Y | +203.9% | +489.9% | -286.0% | +11.6% |
| 5Y | -29.4% | +362.6% | -392.0% | -74.2% |
| All | +70.5% | +198.8% | -128.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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