+376.3%
EAT vs DOC
-22.1%
+398.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -3.3% | +6.2% | -9.5% | -5.8% |
| 30D | +11.7% | +6.5% | +5.2% | +8.4% |
| 3M | -5.9% | -6.2% | +0.3% | -3.3% |
| 6M | +46.7% | +25.6% | +21.1% | +30.7% |
| YTD | +48.2% | +32.1% | +16.1% | +28.1% |
| 1Y | +105.4% | +20.3% | +85.1% | +86.1% |
| 3Y | +502.8% | +42.7% | +460.0% | +377.8% |
| 5Y | +376.3% | -22.2% | +398.4% | +476.3% |
| All | +376.3% | -22.1% | +398.3% | +476.3% |
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 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