+228.9%
ARM vs DUOL
-0.2%
+229.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.6% | +4.3% |
| 7D | -15.2% | +21.9% | -37.1% | -19.7% |
| 30D | -40.7% | +5.7% | -46.4% | -41.9% |
| 3M | -39.1% | +30.9% | -70.0% | -44.3% |
| 6M | -26.4% | +52.8% | -79.2% | -37.7% |
| YTD | +59.7% | -8.6% | +68.3% | +57.8% |
| 1Y | +10.3% | -17.2% | +27.5% | +12.1% |
| 3Y | +228.9% | +2.0% | +226.9% | +219.9% |
| All | +228.9% | -0.2% | +229.1% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling