-38.8%
DOCS vs EOSE
-90.6%
+51.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.1% | -0.8% |
| 7D | -0.6% | -8.4% | +7.9% | +0.1% |
| 30D | +6.3% | -31.0% | +37.2% | +9.0% |
| 3M | +26.5% | -57.0% | +83.5% | +33.6% |
| 6M | +24.8% | -78.3% | +103.1% | +37.9% |
| YTD | -26.8% | -84.8% | +58.0% | -19.0% |
| 1Y | -38.3% | -90.9% | +52.6% | -28.7% |
| 3Y | +36.0% | +35.9% | +0.1% | +5.1% |
| 5Y | -55.0% | -84.1% | +29.1% | -54.3% |
| All | -38.8% | -90.6% | +51.7% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling