+240.7%
DOCN vs EOSE
+54.3%
+186.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +14.4% | -4.8% | +7.4% |
| 7D | +3.7% | -7.0% | +10.7% | +5.0% |
| 30D | -33.7% | -16.7% | -16.9% | -32.1% |
| 3M | -27.9% | -53.1% | +25.2% | -20.5% |
| 6M | -46.4% | -76.8% | +30.3% | -36.1% |
| YTD | +81.1% | -82.6% | +163.7% | +117.0% |
| 1Y | +74.3% | -89.3% | +163.6% | +119.2% |
| All | +240.7% | +54.3% | +186.4% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling