-48.8%
ALB vs DUOL
+16.9%
-65.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -2.3% |
| 7D | -5.8% | +3.0% | -8.8% | -6.3% |
| 30D | -4.5% | +18.3% | -22.8% | -7.9% |
| 3M | -28.1% | +14.7% | -42.8% | -30.6% |
| 6M | -53.2% | +57.5% | -110.6% | -57.9% |
| YTD | -33.3% | -5.8% | -27.5% | -34.6% |
| 1Y | -17.4% | -11.4% | -6.0% | -18.2% |
| 3Y | -14.1% | -22.5% | +8.4% | -18.6% |
| 5Y | -64.0% | +6.6% | -70.7% | -72.2% |
| All | -48.8% | +16.9% | -65.7% | -60.7% |
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