-56.7%
DOCS vs EOSE
-81.8%
+25.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.4% | -11.9% | +1.3% |
| 7D | -4.2% | -7.0% | +2.8% | -3.8% |
| 30D | +8.6% | -16.7% | +25.4% | +9.6% |
| 3M | +27.2% | -53.1% | +80.3% | +33.2% |
| 6M | +26.5% | -76.8% | +103.3% | +38.7% |
| YTD | -25.0% | -82.6% | +57.7% | -18.2% |
| 1Y | -37.0% | -89.3% | +52.3% | -28.5% |
| 3Y | +39.4% | +55.5% | -16.1% | +7.2% |
| 5Y | -56.7% | -81.9% | +25.2% | -30.6% |
| All | -56.7% | -81.8% | +25.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling