+2,545.7%
DUK vs EOG
+7,509.9%
-4,964.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.1% | -1.3% | +1.2% | 0.0% |
| 30D | +0.2% | +3.4% | -3.1% | -0.2% |
| 3M | -1.9% | +7.8% | -9.7% | -2.9% |
| 6M | -6.5% | +13.4% | -19.9% | -8.2% |
| YTD | +5.4% | +43.5% | -38.0% | +0.6% |
| 1Y | +3.6% | +29.7% | -26.1% | -0.1% |
| 3Y | +48.1% | +23.2% | +24.9% | +42.5% |
| 5Y | +39.6% | +176.4% | -136.8% | +19.1% |
| 10Y | +131.8% | +119.1% | +12.7% | +90.4% |
| All | +2,545.7% | +7,509.9% | -4,964.1% | +1,307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling