+97.7%
DOCN vs EAT
+218.9%
-121.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.3% | -13.4% | -9.5% |
| 7D | -20.0% | -0.1% | -19.9% | -20.1% |
| 30D | -38.8% | +13.5% | -52.3% | -42.0% |
| 3M | -34.8% | +1.0% | -35.8% | -35.9% |
| 6M | -22.8% | +57.3% | -80.0% | -37.2% |
| YTD | +74.6% | +53.6% | +21.0% | +39.5% |
| 1Y | +116.4% | +110.8% | +5.6% | +48.3% |
| 3Y | +239.3% | +524.8% | -285.5% | +21.9% |
| 5Y | -20.2% | +416.1% | -436.4% | -71.8% |
| All | +97.7% | +218.9% | -121.2% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling