+52.6%
DOCS vs EOSE
-16.7%
+69.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.4% | -1.7% |
| 7D | -0.8% | -7.9% | +7.2% | -0.4% |
| 30D | +17.4% | -43.9% | +61.3% | +20.0% |
| 3M | +57.4% | -55.8% | +113.2% | +62.0% |
| 6M | +26.5% | -73.4% | +99.9% | +32.2% |
| YTD | -26.6% | -84.8% | +58.2% | -22.2% |
| 1Y | -48.1% | -88.6% | +40.6% | -44.4% |
| 3Y | +52.6% | -2.8% | +55.4% | +31.0% |
| All | +52.6% | -16.7% | +69.4% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling