+14.1%
EOSE vs DOC
+20.8%
-6.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.8% | +12.7% | +11.8% |
| 7D | +19.0% | -1.5% | +20.5% | +19.9% |
| 30D | +1.6% | -4.8% | +6.3% | +3.9% |
| 3M | -52.0% | +6.9% | -58.9% | -54.7% |
| 6M | -42.5% | +20.7% | -63.3% | -49.9% |
| YTD | -66.1% | +34.1% | -100.3% | -72.9% |
| 1Y | -47.1% | +22.6% | -69.8% | -54.9% |
| All | +14.1% | +20.8% | -6.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling