-27.5%
DOCN vs EOSE
-82.3%
+54.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.5% | -9.7% | -5.0% |
| 7D | +19.1% | +9.8% | +9.3% | +17.1% |
| 30D | -21.0% | -2.1% | -19.0% | -21.3% |
| 3M | -34.7% | -54.1% | +19.3% | -27.5% |
| 6M | -45.8% | -76.9% | +31.2% | -34.0% |
| YTD | +79.4% | -83.3% | +162.7% | +120.0% |
| 1Y | +91.0% | -87.4% | +178.5% | +141.9% |
| 3Y | +237.5% | +61.9% | +175.6% | +157.1% |
| All | -27.5% | -82.3% | +54.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling