+121.8%
EOG vs DOCS
-21.0%
+142.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +1.6% |
| 7D | -11.1% | -0.8% | -10.4% | -11.1% |
| 30D | +2.7% | +17.4% | -14.7% | +2.2% |
| 3M | +8.8% | +57.4% | -48.6% | +6.8% |
| 6M | +10.8% | +26.5% | -15.8% | +9.5% |
| YTD | +44.6% | -26.6% | +71.1% | +45.8% |
| 1Y | +44.6% | -48.1% | +92.6% | +48.1% |
| 3Y | +29.5% | +52.6% | -23.1% | +26.6% |
| 5Y | +96.3% | -52.1% | +148.4% | +93.4% |
| All | +121.8% | -21.0% | +142.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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