+109.0%
ASML vs DUOL
+9.1%
+99.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.1% | +6.8% |
| 7D | -0.8% | +14.0% | -14.9% | -3.4% |
| 30D | -14.9% | +2.9% | -17.8% | -15.8% |
| 3M | -13.0% | +17.8% | -30.8% | -16.4% |
| 6M | -4.7% | +42.8% | -47.5% | -13.1% |
| YTD | +42.3% | -12.1% | +54.4% | +41.1% |
| 1Y | +49.7% | -23.3% | +73.1% | +52.2% |
| 3Y | +144.3% | -24.0% | +168.3% | +130.3% |
| 5Y | +86.4% | +5.1% | +81.2% | +43.1% |
| All | +109.0% | +9.1% | +99.9% | +60.6% |
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