-45.1%
ALB vs DUOL
-11.2%
-33.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.0% |
| 7D | -8.6% | -11.8% | +3.2% | -6.6% |
| 30D | -4.0% | +1.5% | -5.5% | -4.6% |
| 3M | -17.4% | +18.1% | -35.5% | -20.8% |
| 6M | -25.4% | +38.7% | -64.0% | -31.3% |
| YTD | -10.5% | -20.7% | +10.1% | -8.8% |
| 1Y | +75.8% | -49.1% | +124.9% | +92.9% |
| 3Y | -28.5% | -11.0% | -17.5% | -34.6% |
| 5Y | -45.1% | -18.0% | -27.1% | -56.5% |
| All | -45.1% | -11.2% | -33.9% | -56.5% |
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