+66.4%
DOCN vs EOG
+166.3%
-100.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.5% | -14.4% | -15.5% |
| 7D | -29.3% | -10.7% | -18.6% | -27.6% |
| 30D | -46.0% | +1.1% | -47.1% | -46.3% |
| 3M | -43.2% | +8.7% | -51.9% | -44.6% |
| 6M | -53.7% | +4.4% | -58.1% | -54.7% |
| YTD | +46.9% | +42.4% | +4.6% | +32.4% |
| 1Y | +54.3% | +42.1% | +12.2% | +39.1% |
| 3Y | +185.5% | +25.8% | +159.7% | +163.1% |
| 5Y | -31.1% | +93.3% | -124.4% | -40.7% |
| All | +66.4% | +166.3% | -100.0% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling