+84.2%
DOCN vs EAT
+194.4%
-110.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.6% |
| 7D | -12.8% | -3.9% | -8.9% | -11.6% |
| 30D | -41.9% | +5.0% | -46.9% | -43.3% |
| 3M | -36.9% | -9.6% | -27.3% | -35.2% |
| 6M | -52.2% | +46.8% | -99.0% | -60.2% |
| YTD | +62.7% | +41.8% | +20.9% | +34.1% |
| 1Y | +58.2% | +98.3% | -40.0% | +11.0% |
| 3Y | +219.5% | +503.1% | -283.6% | +15.7% |
| 5Y | -32.9% | +356.7% | -389.5% | -75.4% |
| All | +84.2% | +194.4% | -110.2% | -31.5% |
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