+699.5%
AVGO vs DUOL
+16.9%
+682.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.0% | -9.8% | -5.5% |
| 7D | +18.2% | +3.0% | +15.1% | +17.4% |
| 30D | +0.2% | +18.3% | -18.1% | -3.2% |
| 3M | -16.8% | +14.7% | -31.5% | -19.6% |
| 6M | -16.5% | +57.5% | -73.9% | -24.6% |
| YTD | +0.8% | -5.8% | +6.6% | -1.2% |
| 1Y | +2.8% | -11.4% | +14.2% | +2.0% |
| 3Y | +278.5% | -22.5% | +301.1% | +269.2% |
| 5Y | +573.1% | +6.6% | +566.4% | +463.5% |
| All | +699.5% | +16.9% | +682.6% | +573.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling