+124.0%
AAPL vs DUOL
+3.5%
+120.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.1% | -0.5% |
| 7D | -2.7% | -7.8% | +5.1% | -1.8% |
| 30D | +1.0% | +11.8% | -10.8% | -0.5% |
| 3M | +5.0% | +24.1% | -19.1% | +1.9% |
| 6M | +23.0% | +43.6% | -20.6% | +16.7% |
| YTD | +16.6% | -16.6% | +33.2% | +17.7% |
| 1Y | +33.4% | -46.0% | +79.5% | +40.7% |
| 3Y | +79.9% | -6.5% | +86.3% | +68.9% |
| 5Y | +109.0% | -7.4% | +116.4% | +76.9% |
| All | +124.0% | +3.5% | +120.4% | +85.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling