-71.4%
EOSE vs DOC
-24.5%
-46.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.8% | +12.7% | +12.2% |
| 7D | +19.0% | -1.5% | +20.5% | +20.3% |
| 30D | +1.6% | -4.8% | +6.3% | +5.0% |
| 3M | -52.0% | +6.9% | -58.9% | -55.7% |
| 6M | -42.5% | +20.7% | -63.3% | -52.8% |
| YTD | -66.1% | +34.1% | -100.3% | -75.1% |
| 1Y | -47.1% | +22.6% | -69.8% | -57.9% |
| 3Y | +0.8% | +20.8% | -20.0% | -20.3% |
| All | -71.4% | -24.5% | -46.9% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling