-27.5%
DOCN vs EOG
+112.7%
-140.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.6% |
| 7D | +19.1% | +7.6% | +11.5% | +17.2% |
| 30D | -21.0% | +3.4% | -24.4% | -21.7% |
| 3M | -34.7% | +12.7% | -47.5% | -37.0% |
| 6M | -45.8% | +19.0% | -64.8% | -48.6% |
| YTD | +79.4% | +55.6% | +23.8% | +56.8% |
| 1Y | +91.0% | +49.5% | +41.5% | +68.8% |
| 3Y | +237.5% | +43.2% | +194.3% | +199.6% |
| All | -27.5% | +112.7% | -140.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling