+27.9%
AGNC vs DUOL
+1.6%
+26.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -4.7% | -7.0% | +2.3% | -4.1% |
| 30D | -5.7% | +6.7% | -12.4% | -6.3% |
| 3M | +1.9% | +16.0% | -14.2% | +0.1% |
| 6M | +1.8% | +45.4% | -43.6% | -2.2% |
| YTD | +3.4% | -18.1% | +21.6% | +4.3% |
| 1Y | +13.6% | -53.6% | +67.2% | +19.9% |
| 3Y | +60.4% | -11.0% | +71.3% | +52.3% |
| 5Y | +27.0% | -17.1% | +44.1% | +11.9% |
| All | +27.9% | +1.6% | +26.3% | +13.8% |
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