+136.5%
ASML vs DUOL
+9.2%
+127.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.6% |
| 7D | +1.1% | +5.1% | -4.0% | +0.2% |
| 30D | +2.2% | +14.1% | -12.0% | -0.5% |
| 3M | -2.3% | +41.5% | -43.8% | -9.5% |
| 6M | +23.0% | +60.6% | -37.6% | +9.8% |
| YTD | +61.1% | -12.0% | +73.0% | +61.2% |
| 1Y | +129.1% | -43.4% | +172.5% | +146.1% |
| 3Y | +165.4% | +3.7% | +161.6% | +133.8% |
| 5Y | +109.5% | -5.3% | +114.7% | +65.2% |
| All | +136.5% | +9.2% | +127.3% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling