+45.7%
DUK vs EOG
+22.5%
+23.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | +1.5% | -2.2% | -0.7% |
| 30D | -2.4% | +2.9% | -5.4% | -2.6% |
| 3M | -3.0% | +8.7% | -11.7% | -3.5% |
| 6M | -6.6% | +12.9% | -19.5% | -7.2% |
| YTD | +4.6% | +43.8% | -39.3% | +2.6% |
| 1Y | +1.2% | +27.1% | -25.8% | -0.2% |
| 3Y | +45.7% | +25.9% | +19.8% | +41.9% |
| All | +45.7% | +22.5% | +23.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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