-54.8%
DOCS vs EOSE
-83.5%
+28.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +9.0% | +0.7% |
| 7D | +0.1% | -3.7% | +3.8% | +0.2% |
| 30D | +8.7% | -22.0% | +30.7% | +10.2% |
| 3M | +32.9% | -57.3% | +90.2% | +40.0% |
| 6M | +25.5% | -77.7% | +103.2% | +37.9% |
| YTD | -25.0% | -84.2% | +59.2% | -17.6% |
| 1Y | -34.9% | -89.5% | +54.7% | -26.1% |
| 3Y | +39.3% | +41.4% | -2.1% | +8.0% |
| 5Y | -54.8% | -83.0% | +28.2% | -28.9% |
| All | -54.8% | -83.5% | +28.7% | -28.9% |
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