+178.1%
EOG vs DUOL
-15.6%
+193.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | 0.0% |
| 7D | +1.0% | -8.6% | +9.6% | +1.6% |
| 30D | +2.8% | +7.2% | -4.3% | +2.3% |
| 3M | +5.9% | +19.1% | -13.2% | +4.4% |
| 6M | +17.1% | +52.5% | -35.5% | +13.2% |
| YTD | +43.9% | -17.3% | +61.2% | +44.7% |
| 1Y | +26.9% | -49.2% | +76.1% | +31.5% |
| 3Y | +23.6% | -7.3% | +30.8% | +20.0% |
| 5Y | +178.1% | -16.3% | +194.4% | +151.3% |
| All | +178.1% | -15.6% | +193.7% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 5y: compounded portfolio wealth divided by compounded DUOL 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…
5y analysis · Full analysis span regression · 6 months rolling