+392.0%
EAT vs DOC
+14.9%
+377.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -3.3% | +6.2% | -9.5% | -6.8% |
| 30D | +11.7% | +6.5% | +5.2% | +7.2% |
| 3M | -5.9% | -6.2% | +0.3% | -2.4% |
| 6M | +46.7% | +25.6% | +21.1% | +24.6% |
| YTD | +48.2% | +32.1% | +16.1% | +21.0% |
| 1Y | +105.4% | +20.3% | +85.1% | +78.1% |
| 3Y | +502.8% | +42.7% | +460.0% | +345.5% |
| 5Y | +376.3% | -22.2% | +398.4% | +433.6% |
| All | +392.0% | +14.9% | +377.1% | +380.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling