+84.2%
DOCN vs EOG
+172.8%
-88.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +7.8% |
| 7D | -12.8% | -6.0% | -6.8% | -11.6% |
| 30D | -41.9% | +0.9% | -42.8% | -42.2% |
| 3M | -36.9% | +10.9% | -47.8% | -38.8% |
| 6M | -52.2% | +15.8% | -68.0% | -54.4% |
| YTD | +62.7% | +45.8% | +16.9% | +46.0% |
| 1Y | +58.2% | +45.3% | +13.0% | +42.0% |
| 3Y | +219.5% | +36.2% | +183.3% | +190.3% |
| 5Y | -32.9% | +94.0% | -126.8% | -42.4% |
| All | +84.2% | +172.8% | -88.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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