+391.6%
APP vs DUOL
+9.2%
+382.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +5.0% | +3.4% |
| 7D | +0.9% | +5.1% | -4.2% | -1.4% |
| 30D | -23.3% | +14.1% | -37.4% | -27.5% |
| 3M | -42.6% | +41.5% | -84.2% | -51.2% |
| 6M | -33.6% | +60.6% | -94.2% | -46.5% |
| YTD | -52.4% | -12.0% | -40.4% | -51.4% |
| 1Y | -35.9% | -43.4% | +7.5% | -24.6% |
| 3Y | +642.2% | +3.7% | +638.5% | +532.7% |
| 5Y | +311.1% | -5.3% | +316.4% | +193.8% |
| All | +391.6% | +9.2% | +382.3% | +236.5% |
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 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