-5.3%
ADP vs DUOL
-43.9%
+38.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.6% |
| 7D | -3.4% | +5.1% | -8.5% | -4.3% |
| 30D | +2.8% | +14.1% | -11.4% | 0.0% |
| 3M | +20.9% | +41.5% | -20.6% | +13.1% |
| 6M | +29.9% | +60.6% | -30.7% | +18.8% |
| YTD | +9.6% | -12.0% | +21.6% | +7.2% |
| 1Y | -5.3% | -43.4% | +38.1% | -3.3% |
| All | -5.3% | -43.9% | +38.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling