-82.7%
EOSE vs DOC
+3.9%
-86.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -6.8% |
| 7D | -8.4% | +4.3% | -12.8% | -10.4% |
| 30D | -31.0% | +9.2% | -40.1% | -34.5% |
| 3M | -57.0% | -0.8% | -56.2% | -57.0% |
| 6M | -78.3% | +7.1% | -85.4% | -79.6% |
| YTD | -84.8% | +34.0% | -118.8% | -88.0% |
| 1Y | -90.9% | +23.2% | -114.1% | -92.4% |
| 3Y | +35.9% | +53.6% | -17.7% | -4.6% |
| 5Y | -84.1% | -20.4% | -63.6% | -84.4% |
| All | -82.7% | +3.9% | -86.6% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling