-63.5%
ALB vs DUOL
+3.2%
-66.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.4% |
| 7D | -3.6% | +0.3% | -3.8% | -3.7% |
| 30D | -2.9% | +12.4% | -15.2% | -5.5% |
| 3M | -25.8% | +16.9% | -42.8% | -28.8% |
| 6M | -53.6% | +48.5% | -102.1% | -58.1% |
| YTD | -32.4% | -10.3% | -22.1% | -33.1% |
| 1Y | -13.0% | -15.6% | +2.6% | -13.0% |
| 3Y | -15.0% | -25.6% | +10.6% | -19.5% |
| 5Y | -63.5% | +1.5% | -65.1% | -71.9% |
| All | -63.5% | +3.2% | -66.7% | -71.9% |
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