-61.4%
DOCU vs EOSE
-81.3%
+19.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.9% | -0.5% |
| 7D | -4.8% | +6.8% | -11.6% | -5.5% |
| 30D | +9.4% | -25.4% | +34.8% | +11.4% |
| 3M | +29.0% | -54.7% | +83.7% | +36.3% |
| 6M | +62.3% | -76.5% | +138.8% | +79.9% |
| YTD | +13.7% | -83.6% | +97.3% | +26.0% |
| 1Y | +11.5% | -89.7% | +101.3% | +29.1% |
| 3Y | +94.2% | +38.7% | +55.4% | +49.1% |
| 5Y | -71.7% | -82.9% | +11.2% | -76.3% |
| All | -61.4% | -81.3% | +19.8% | -67.8% |
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