+70.5%
DOCN vs EOSE
-90.8%
+161.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.4% | +10.0% | +3.7% |
| 7D | -19.2% | -7.9% | -11.2% | -18.3% |
| 30D | -43.1% | -43.9% | +0.8% | -38.1% |
| 3M | -40.7% | -55.8% | +15.1% | -33.7% |
| 6M | -55.0% | -73.4% | +18.4% | -46.4% |
| YTD | +50.6% | -84.8% | +135.4% | +87.3% |
| 1Y | +54.0% | -88.6% | +142.6% | +97.6% |
| 3Y | +203.9% | -2.8% | +206.7% | +149.9% |
| 5Y | -29.4% | -84.6% | +55.2% | -33.9% |
| All | +70.5% | -90.8% | +161.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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