+128.9%
ASML vs DUOL
-0.2%
+129.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.9% |
| 7D | -9.0% | +21.9% | -30.9% | -10.6% |
| 30D | -21.0% | +5.7% | -26.7% | -21.4% |
| 3M | -16.3% | +30.9% | -47.2% | -18.9% |
| 6M | -7.5% | +52.8% | -60.3% | -13.6% |
| YTD | +34.0% | -8.6% | +42.6% | +35.7% |
| 1Y | +39.3% | -17.2% | +56.5% | +43.2% |
| 3Y | +128.9% | +2.0% | +126.9% | +118.4% |
| All | +128.9% | -0.2% | +129.1% | +118.4% |
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