-31.1%
ALB vs DUOL
+9.2%
-40.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -4.0% |
| 7D | -8.1% | +5.1% | -13.2% | -8.9% |
| 30D | +6.3% | +14.1% | -7.9% | +3.3% |
| 3M | -23.6% | +41.5% | -65.1% | -29.1% |
| 6M | -24.6% | +60.6% | -85.2% | -32.4% |
| YTD | -10.3% | -12.0% | +1.7% | -10.2% |
| 1Y | +61.5% | -43.4% | +104.8% | +73.7% |
| 3Y | -34.0% | +3.7% | -37.7% | -41.1% |
| 5Y | -44.6% | -5.3% | -39.3% | -55.8% |
| All | -31.1% | +9.2% | -40.3% | -46.0% |
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