+108.3%
ASML vs DUOL
+10.8%
+97.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.6% |
| 7D | -2.9% | +22.4% | -25.3% | -6.3% |
| 30D | -15.2% | +4.5% | -19.7% | -16.3% |
| 3M | -12.9% | +14.2% | -27.1% | -15.9% |
| 6M | -5.0% | +45.1% | -50.1% | -13.6% |
| YTD | +41.8% | -10.7% | +52.5% | +40.2% |
| 1Y | +46.0% | -18.7% | +64.8% | +46.8% |
| 3Y | +133.5% | -25.9% | +159.4% | +121.4% |
| 5Y | +93.0% | +5.8% | +87.2% | +48.0% |
| All | +108.3% | +10.8% | +97.5% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling