+732.5%
AVGO vs DUOL
+1.6%
+730.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.1% | -7.0% | +8.1% | +2.3% |
| 30D | -13.0% | +6.7% | -19.7% | -14.2% |
| 3M | -6.0% | +16.0% | -22.0% | -9.4% |
| 6M | +6.4% | +45.4% | -39.0% | -2.6% |
| YTD | +5.0% | -18.1% | +23.1% | +6.3% |
| 1Y | +1.4% | -53.6% | +54.9% | +12.8% |
| 3Y | +336.8% | -11.0% | +347.8% | +320.3% |
| 5Y | +698.2% | -17.1% | +715.3% | +593.5% |
| All | +732.5% | +1.6% | +730.8% | +624.8% |
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 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