+75.5%
ASML vs DUOL
+4.3%
+71.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.7% |
| 7D | -9.0% | +21.9% | -30.9% | -12.3% |
| 30D | -21.0% | +5.7% | -26.7% | -22.1% |
| 3M | -16.3% | +30.9% | -47.2% | -21.1% |
| 6M | -7.5% | +52.8% | -60.3% | -17.0% |
| YTD | +34.0% | -8.6% | +42.6% | +32.2% |
| 1Y | +39.3% | -17.2% | +56.5% | +39.9% |
| 3Y | +128.9% | +2.0% | +126.9% | +99.1% |
| All | +75.5% | +4.3% | +71.2% | +31.4% |
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 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