+296.4%
ARM vs DUOL
-4.4%
+300.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.7% | +4.6% |
| 7D | +5.5% | +5.1% | +0.4% | +4.0% |
| 30D | -8.2% | +14.1% | -22.3% | -12.3% |
| 3M | -35.9% | +41.5% | -77.4% | -43.6% |
| 6M | +103.1% | +60.6% | +42.5% | +69.2% |
| YTD | +130.6% | -12.0% | +142.6% | +132.0% |
| 1Y | +86.1% | -43.4% | +129.4% | +111.0% |
| All | +296.4% | -4.4% | +300.8% | +250.8% |
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