+60.4%
DUK vs EOSE
-60.2%
+120.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.9% |
| 7D | -1.7% | +14.0% | -15.7% | -1.6% |
| 30D | -2.2% | -5.9% | +3.6% | -2.2% |
| 3M | -3.7% | -34.3% | +30.6% | -3.7% |
| 6M | -6.3% | -37.8% | +31.4% | -6.4% |
| YTD | +4.5% | -65.2% | +69.7% | +4.4% |
| 1Y | +1.8% | -41.9% | +43.7% | +1.7% |
| 3Y | +46.8% | +44.6% | +2.3% | +45.7% |
| 5Y | +40.2% | -69.2% | +109.4% | +32.2% |
| All | +60.4% | -60.2% | +120.6% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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