+84.0%
ASML vs DUOL
+3.2%
+80.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.8% |
| 7D | +10.4% | +0.3% | +10.1% | +10.3% |
| 30D | -12.7% | +12.4% | -25.1% | -14.9% |
| 3M | -17.2% | +16.9% | -34.1% | -20.4% |
| 6M | -1.3% | +48.5% | -49.8% | -10.9% |
| YTD | +40.8% | -10.3% | +51.1% | +39.2% |
| 1Y | +45.2% | -15.6% | +60.8% | +45.1% |
| 3Y | +131.8% | -25.6% | +157.4% | +118.1% |
| 5Y | +84.0% | +1.5% | +82.5% | +38.0% |
| All | +84.0% | +3.2% | +80.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling