-70.2%
AAOX vs DUOL
+46.3%
-116.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.3% | -12.8% | -5.3% |
| 7D | +5.4% | -8.6% | +14.0% | -0.8% |
| 30D | -47.7% | +7.2% | -54.9% | -42.1% |
| 3M | -78.6% | +19.1% | -97.7% | -75.5% |
| All | -70.2% | +46.3% | -116.5% | -64.4% |
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 · Available span rolling