+110.8%
EAT vs DOC
+21.8%
+89.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.6% |
| 7D | -0.1% | +8.7% | -8.9% | -1.9% |
| 30D | +13.5% | +7.6% | +5.9% | +11.6% |
| 3M | +1.0% | -5.3% | +6.3% | +2.2% |
| 6M | +57.3% | +27.6% | +29.7% | +49.4% |
| YTD | +53.6% | +32.4% | +21.2% | +42.0% |
| 1Y | +110.8% | +22.9% | +87.9% | +105.3% |
| All | +110.8% | +21.8% | +89.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling