+164.6%
DOCN vs EOSE
-79.6%
+244.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.9% | -8.1% | +1.2% |
| 7D | +1.1% | +19.0% | -17.9% | -1.9% |
| 30D | -9.6% | +1.6% | -11.2% | -10.5% |
| 3M | -37.7% | -52.0% | +14.3% | -31.5% |
| 6M | +115.2% | -42.5% | +157.7% | +126.3% |
| YTD | +133.7% | -66.1% | +199.9% | +158.9% |
| 1Y | +250.2% | -47.1% | +297.3% | +258.6% |
| 3Y | +320.3% | +0.8% | +319.5% | +245.5% |
| 5Y | +53.1% | -71.7% | +124.8% | +31.1% |
| All | +164.6% | -79.6% | +244.2% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling