+87.4%
ASML vs DUOL
+11.0%
+76.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.9% |
| 7D | -19.0% | +15.1% | -34.2% | -21.2% |
| 30D | -25.9% | +6.0% | -31.9% | -27.0% |
| 3M | -19.1% | +16.0% | -35.1% | -22.1% |
| 6M | -5.7% | +50.9% | -56.7% | -14.9% |
| YTD | +27.6% | -10.5% | +38.1% | +26.2% |
| 1Y | +30.8% | -39.6% | +70.4% | +38.6% |
| 3Y | +116.2% | -1.4% | +117.7% | +92.0% |
| 5Y | +67.7% | +2.1% | +65.5% | +29.0% |
| All | +87.4% | +11.0% | +76.3% | +43.6% |
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 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