+28.8%
DOCS vs EOSE
-71.0%
+99.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.1% | +7.9% | -4.0% |
| 7D | -1.3% | -5.1% | +3.7% | -1.2% |
| 30D | +19.4% | -42.3% | +61.7% | +18.8% |
| 3M | +53.4% | -50.8% | +104.2% | +53.1% |
| 6M | +28.8% | -69.8% | +98.6% | +25.9% |
| All | +28.8% | -71.0% | +99.8% | +25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling