+88.0%
ARM vs DUOL
-44.9%
+132.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +9.0% | +3.8% |
| 7D | +11.4% | -7.8% | +19.2% | +11.5% |
| 30D | -7.4% | +11.8% | -19.3% | -8.0% |
| 3M | -24.5% | +24.1% | -48.6% | -26.2% |
| 6M | +128.7% | +43.6% | +85.0% | +116.2% |
| YTD | +139.3% | -16.6% | +155.8% | +141.8% |
| 1Y | +88.0% | -46.0% | +134.0% | +109.3% |
| All | +88.0% | -44.9% | +132.9% | +109.3% |
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