+65.0%
AXON vs DUOL
+11.3%
+53.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.4% | -1.6% |
| 7D | -19.7% | +0.3% | -20.0% | -19.9% |
| 30D | -25.7% | +12.4% | -38.1% | -28.6% |
| 3M | -48.8% | +16.9% | -65.7% | -51.8% |
| 6M | -22.0% | +48.5% | -70.5% | -31.3% |
| YTD | -45.9% | -10.3% | -35.6% | -46.3% |
| 1Y | -46.1% | -15.6% | -30.4% | -45.8% |
| 3Y | +40.9% | -25.6% | +66.5% | +39.0% |
| 5Y | +80.2% | +1.5% | +78.7% | +37.9% |
| All | +65.0% | +11.3% | +53.7% | +22.4% |
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