-60.2%
DOCU vs EOSE
-80.2%
+19.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.4% | -11.2% | +1.9% |
| 7D | -0.4% | -7.0% | +6.6% | 0.0% |
| 30D | +12.9% | -16.7% | +29.7% | +13.9% |
| 3M | +35.1% | -53.1% | +88.1% | +42.2% |
| 6M | +76.2% | -76.8% | +153.0% | +95.5% |
| YTD | +17.2% | -82.6% | +99.8% | +29.2% |
| 1Y | +16.4% | -89.3% | +105.7% | +34.2% |
| 3Y | +95.6% | +55.5% | +40.1% | +48.2% |
| 5Y | -68.5% | -81.9% | +13.3% | -73.8% |
| All | -60.2% | -80.2% | +19.9% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling