+117.4%
EOG vs DOCS
-36.0%
+153.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +8.2% | +21.8% | -13.7% | +7.2% |
| 3M | +3.8% | +27.3% | -23.5% | +2.7% |
| 6M | +15.3% | -0.3% | +15.7% | +14.9% |
| YTD | +41.7% | -40.5% | +82.2% | +44.0% |
| 1Y | +23.6% | -61.5% | +85.1% | +28.0% |
| 3Y | +23.3% | +8.2% | +15.1% | +21.8% |
| 5Y | +170.4% | -73.4% | +243.8% | +169.8% |
| All | +117.4% | -36.0% | +153.4% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling