-37.0%
DOCS vs EOSE
-89.5%
+52.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.4% | -11.9% | +2.1% |
| 7D | -4.2% | -7.0% | +2.8% | -4.1% |
| 30D | +8.6% | -16.7% | +25.4% | +8.6% |
| 3M | +27.2% | -53.1% | +80.3% | +27.6% |
| 6M | +26.5% | -76.8% | +103.3% | +27.1% |
| YTD | -25.0% | -82.6% | +57.7% | -25.8% |
| 1Y | -37.0% | -89.3% | +52.3% | -35.8% |
| All | -37.0% | -89.5% | +52.5% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling