+45.0%
ADP vs DUOL
-11.2%
+56.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.5% |
| 7D | -5.7% | -11.8% | +6.1% | -4.5% |
| 30D | -3.1% | +1.5% | -4.6% | -3.3% |
| 3M | +15.6% | +18.1% | -2.5% | +13.5% |
| 6M | +20.8% | +38.7% | -17.9% | +16.6% |
| YTD | +4.7% | -20.7% | +25.4% | +5.7% |
| 1Y | -8.3% | -49.1% | +40.8% | -4.6% |
| 3Y | +13.6% | -11.0% | +24.6% | +10.5% |
| 5Y | +45.0% | -18.0% | +63.0% | +31.1% |
| All | +45.0% | -11.2% | +56.2% | +31.1% |
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