-81.3%
EOSE vs DOC
+2.4%
-83.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.2% | -11.9% | -12.0% |
| 7D | -5.1% | +6.2% | -11.3% | -8.3% |
| 30D | -42.3% | +6.5% | -48.8% | -44.5% |
| 3M | -50.8% | -6.2% | -44.5% | -49.1% |
| 6M | -69.8% | +25.6% | -95.4% | -74.9% |
| YTD | -83.6% | +32.1% | -115.7% | -87.0% |
| 1Y | -87.3% | +20.3% | -107.6% | -89.3% |
| 3Y | -4.6% | +42.7% | -47.3% | -29.4% |
| 5Y | -83.3% | -22.2% | -61.2% | -83.7% |
| All | -81.3% | +2.4% | -83.8% | -76.4% |
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