-35.1%
AUR vs DUOL
+1.6%
-36.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +1.4% | -7.0% | +8.4% | +3.8% |
| 30D | -6.4% | +6.7% | -13.1% | -9.8% |
| 3M | +7.7% | +16.0% | -8.3% | -1.2% |
| 6M | +44.5% | +45.4% | -0.9% | +20.1% |
| YTD | +67.4% | -18.1% | +85.6% | +70.4% |
| 1Y | +15.4% | -53.6% | +69.0% | +42.8% |
| 3Y | +94.8% | -11.0% | +105.8% | +80.4% |
| 5Y | -35.1% | -17.1% | -18.0% | -54.9% |
| All | -35.1% | +1.6% | -36.7% | -54.9% |
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