-37.1%
DOCS vs EAT
+244.0%
-281.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +2.6% | -4.0% | +6.5% | +3.6% |
| 30D | +11.4% | -2.9% | +14.3% | +12.0% |
| 3M | +25.4% | -16.9% | +42.3% | +30.5% |
| 6M | +42.5% | +57.0% | -14.4% | +22.5% |
| YTD | -24.7% | +38.2% | -62.9% | -34.4% |
| 1Y | -32.9% | +69.3% | -102.2% | -45.6% |
| 3Y | +39.6% | +483.0% | -443.4% | -38.7% |
| 5Y | -54.6% | +364.1% | -418.8% | -80.1% |
| All | -37.1% | +244.0% | -281.1% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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