+723.1%
AVGO vs DUOL
+9.2%
+713.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.7% |
| 7D | -3.0% | +5.1% | -8.0% | -3.8% |
| 30D | -14.4% | +14.1% | -28.6% | -16.6% |
| 3M | -14.4% | +41.5% | -55.9% | -20.4% |
| 6M | +13.1% | +60.6% | -47.5% | +1.9% |
| YTD | +3.8% | -12.0% | +15.8% | +3.9% |
| 1Y | +17.8% | -43.4% | +61.1% | +26.3% |
| 3Y | +325.3% | +3.7% | +321.5% | +299.9% |
| 5Y | +689.9% | -5.3% | +695.2% | +578.8% |
| All | +723.1% | +9.2% | +713.8% | +608.7% |
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