+126.0%
DUK vs EAT
+374.9%
-248.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -0.7% | -7.7% | +7.0% | -0.2% |
| 30D | -2.4% | -13.6% | +11.1% | -1.6% |
| 3M | -3.0% | +33.9% | -36.9% | -5.0% |
| 6M | -6.6% | +47.2% | -53.8% | -9.3% |
| YTD | +4.6% | +48.1% | -43.5% | +1.2% |
| 1Y | +1.2% | +33.7% | -32.5% | -1.5% |
| 3Y | +45.7% | +595.8% | -550.1% | +22.5% |
| 5Y | +40.3% | +314.4% | -274.1% | +20.5% |
| All | +126.0% | +374.9% | -248.9% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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