+154.0%
EOG vs DUOL
-1.5%
+155.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.4% |
| 7D | -1.3% | -11.8% | +10.5% | -0.6% |
| 30D | +3.4% | +1.5% | +1.9% | +3.2% |
| 3M | +7.8% | +18.1% | -10.3% | +6.4% |
| 6M | +13.4% | +38.7% | -25.3% | +10.5% |
| YTD | +43.5% | -20.7% | +64.1% | +44.6% |
| 1Y | +29.7% | -49.1% | +78.8% | +34.1% |
| 3Y | +23.2% | -11.0% | +34.2% | +20.3% |
| 5Y | +176.4% | -18.0% | +194.4% | +150.0% |
| All | +154.0% | -1.5% | +155.5% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling