+163.3%
AXON vs DUOL
-1.5%
+164.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -1.7% |
| 7D | -3.3% | -11.8% | +8.4% | 0.0% |
| 30D | -17.8% | +1.5% | -19.3% | -18.6% |
| 3M | +8.3% | +18.1% | -9.9% | +3.0% |
| 6M | -12.4% | +38.7% | -51.0% | -20.4% |
| YTD | -13.7% | -20.7% | +6.9% | -10.3% |
| 1Y | -33.1% | -49.1% | +16.0% | -23.6% |
| 3Y | +128.2% | -11.0% | +139.2% | +116.3% |
| 5Y | +170.5% | -18.0% | +188.5% | +117.2% |
| All | +163.3% | -1.5% | +164.8% | +104.5% |
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