-32.9%
DOCN vs EOG
+94.4%
-127.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +7.8% |
| 7D | -12.8% | -6.0% | -6.8% | -11.5% |
| 30D | -41.9% | +0.9% | -42.8% | -42.2% |
| 3M | -36.9% | +10.9% | -47.8% | -39.0% |
| 6M | -52.2% | +15.8% | -68.0% | -54.6% |
| YTD | +62.7% | +45.8% | +16.9% | +43.9% |
| 1Y | +58.2% | +45.3% | +13.0% | +40.0% |
| 3Y | +219.5% | +36.2% | +183.3% | +186.2% |
| 5Y | -32.9% | +94.0% | -126.8% | -46.0% |
| All | -32.9% | +94.4% | -127.3% | -46.0% |
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