-50.3%
DOCS vs EOSE
-79.0%
+28.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.9% | -13.6% | -3.7% |
| 7D | -1.4% | +19.0% | -20.4% | -3.1% |
| 30D | +21.8% | +1.6% | +20.3% | +21.3% |
| 3M | +27.3% | -52.0% | +79.3% | +33.7% |
| 6M | -0.3% | -42.5% | +42.2% | +1.7% |
| YTD | -40.5% | -66.1% | +25.7% | -37.7% |
| 1Y | -61.5% | -47.1% | -14.4% | -62.4% |
| 3Y | +8.2% | +0.8% | +7.4% | -11.2% |
| 5Y | -73.4% | -71.7% | -1.8% | -73.4% |
| All | -50.3% | -79.0% | +28.7% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling