+634.4%
EAT vs DOC
+20.8%
+613.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +1.9% | -4.8% | +6.6% | +3.4% |
| 3M | +68.7% | +6.9% | +61.8% | +65.0% |
| 6M | +66.9% | +20.7% | +46.2% | +56.4% |
| YTD | +60.4% | +34.1% | +26.3% | +44.3% |
| 1Y | +44.0% | +22.6% | +21.4% | +33.7% |
| All | +634.4% | +20.8% | +613.6% | +634.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling