+504.7%
AU vs DUOL
+2.7%
+502.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.3% | -8.5% | -4.5% |
| 7D | -7.0% | -8.6% | +1.6% | -6.6% |
| 30D | +7.3% | +7.2% | +0.1% | +6.8% |
| 3M | +33.2% | +19.1% | +14.2% | +31.6% |
| 6M | -0.6% | +52.5% | -53.1% | -3.6% |
| YTD | +26.2% | -17.3% | +43.4% | +27.1% |
| 1Y | +68.3% | -49.2% | +117.5% | +74.6% |
| 3Y | +592.1% | -7.3% | +599.4% | +559.7% |
| 5Y | +685.3% | -16.3% | +701.5% | +585.2% |
| All | +504.7% | +2.7% | +502.0% | +413.8% |
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