+54.0%
DOCN vs EOSE
-89.0%
+142.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.4% | +10.0% | +4.2% |
| 7D | -19.2% | -7.9% | -11.2% | -17.8% |
| 30D | -43.1% | -43.9% | +0.8% | -35.7% |
| 3M | -40.7% | -55.8% | +15.1% | -30.1% |
| 6M | -55.0% | -73.4% | +18.4% | -42.5% |
| YTD | +50.6% | -84.8% | +135.4% | +104.5% |
| 1Y | +54.0% | -88.6% | +142.6% | +117.4% |
| All | +54.0% | -89.0% | +142.9% | +117.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling