-3.8%
AS vs DUOL
-19.2%
+15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.5% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +3.4% | +12.4% | -9.0% | +1.7% |
| 3M | -8.6% | +16.9% | -25.5% | -11.0% |
| 6M | -10.0% | +48.5% | -58.5% | -14.3% |
| YTD | -19.2% | -10.3% | -8.9% | -19.4% |
| 1Y | -3.8% | -15.6% | +11.8% | -3.8% |
| All | -3.8% | -19.2% | +15.4% | -3.8% |
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 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