-37.1%
DOCS vs EOSE
-89.7%
+52.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | 0.0% |
| 7D | +2.6% | +9.8% | -7.2% | +1.6% |
| 30D | +11.4% | -2.1% | +13.5% | +11.1% |
| 3M | +25.4% | -54.1% | +79.5% | +31.6% |
| 6M | +42.5% | -76.9% | +119.5% | +56.7% |
| YTD | -24.7% | -83.3% | +58.6% | -17.4% |
| 1Y | -32.9% | -87.4% | +54.5% | -24.9% |
| 3Y | +39.6% | +61.9% | -22.2% | +6.0% |
| 5Y | -54.6% | -82.1% | +27.4% | -54.5% |
| All | -37.1% | -89.7% | +52.6% | -36.5% |
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