+416.1%
EAT vs DOC
-22.8%
+438.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.9% |
| 7D | -0.1% | +8.7% | -8.9% | -3.7% |
| 30D | +13.5% | +7.6% | +5.9% | +9.7% |
| 3M | +1.0% | -5.3% | +6.3% | +3.3% |
| 6M | +57.3% | +27.6% | +29.7% | +39.0% |
| YTD | +53.6% | +32.4% | +21.2% | +32.6% |
| 1Y | +110.8% | +22.9% | +87.9% | +88.9% |
| 3Y | +524.8% | +43.1% | +481.7% | +394.3% |
| 5Y | +416.1% | -21.4% | +437.5% | +520.8% |
| All | +416.1% | -22.8% | +438.9% | +520.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling