-55.4%
APP vs DUOL
-38.2%
-17.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +26.0% | -15.3% | +1.7% |
| 7D | +4.5% | +19.3% | -14.7% | -2.3% |
| 30D | -3.6% | +9.6% | -13.3% | -7.4% |
| 3M | -35.3% | +17.1% | -52.3% | -39.4% |
| 6M | -42.8% | +46.3% | -89.1% | -51.0% |
| YTD | -59.7% | -8.1% | -51.6% | -63.6% |
| 1Y | -55.4% | -38.5% | -16.9% | -59.1% |
| All | -55.4% | -38.2% | -17.1% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling