-82.7%
EOSE vs DOC
+3.1%
-85.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.9% |
| 7D | -7.9% | +6.5% | -14.4% | -11.2% |
| 30D | -43.9% | +9.2% | -53.0% | -46.8% |
| 3M | -55.8% | -2.5% | -53.3% | -55.4% |
| 6M | -73.4% | +7.1% | -80.5% | -75.1% |
| YTD | -84.8% | +33.0% | -117.8% | -88.0% |
| 1Y | -88.6% | +23.3% | -111.9% | -90.5% |
| 3Y | -2.8% | +44.9% | -47.7% | -28.9% |
| 5Y | -84.6% | -21.6% | -63.0% | -85.0% |
| All | -82.7% | +3.1% | -85.9% | -78.2% |
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