+8.9%
DOCS vs EAT
+611.4%
-602.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +21.8% | +1.9% | +19.9% | +21.3% |
| 3M | +27.3% | +68.7% | -41.4% | +20.0% |
| 6M | -0.3% | +66.9% | -67.2% | -6.5% |
| YTD | -40.5% | +60.4% | -100.9% | -44.2% |
| 1Y | -61.5% | +44.0% | -105.5% | -63.2% |
| All | +8.9% | +611.4% | -602.5% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling