+2,563.5%
DUK vs EAT
+11,250.4%
-8,686.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | +0.7% | -4.9% | +5.6% | +1.1% |
| 30D | -2.0% | -1.2% | -0.8% | -2.1% |
| 3M | +0.2% | +52.2% | -52.0% | -3.6% |
| 6M | -6.9% | +65.0% | -71.9% | -11.5% |
| YTD | +6.1% | +55.0% | -48.9% | +1.3% |
| 1Y | +4.4% | +42.1% | -37.6% | +0.2% |
| 3Y | +49.1% | +614.7% | -565.6% | +20.5% |
| 5Y | +39.6% | +322.7% | -283.2% | +15.6% |
| 10Y | +125.1% | +382.0% | -256.9% | +69.4% |
| All | +2,563.5% | +11,250.4% | -8,686.9% | +1,222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling