-76.5%
DOCU vs EOSE
-71.7%
-4.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | +2.7% |
| 7D | +6.9% | +19.0% | -12.1% | +5.0% |
| 30D | +19.0% | +1.6% | +17.4% | +18.4% |
| 3M | +34.3% | -52.0% | +86.3% | +41.9% |
| 6M | +48.0% | -42.5% | +90.5% | +51.2% |
| YTD | 0.0% | -66.1% | +66.2% | +5.2% |
| 1Y | -10.3% | -47.1% | +36.9% | -11.7% |
| 3Y | +32.4% | +0.8% | +31.6% | +10.0% |
| All | -76.5% | -71.7% | -4.9% | -76.5% |
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