-51.1%
DOCS vs EAT
+381.2%
-432.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -3.4% |
| 7D | -1.3% | -3.3% | +2.0% | -0.4% |
| 30D | +19.4% | +11.7% | +7.7% | +15.8% |
| 3M | +53.4% | -5.9% | +59.3% | +54.0% |
| 6M | +28.8% | +46.7% | -18.0% | +12.6% |
| YTD | -25.1% | +48.2% | -73.2% | -36.3% |
| 1Y | -48.1% | +105.4% | -153.6% | -61.0% |
| 3Y | +51.4% | +502.8% | -451.4% | -38.4% |
| 5Y | -51.1% | +376.3% | -427.4% | -79.5% |
| All | -51.1% | +381.2% | -432.3% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling