+84.7%
AXP vs DUOL
+6.4%
+78.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.0% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +2.7% | +12.4% | -9.7% | +0.5% |
| 3M | -7.3% | +16.9% | -24.2% | -10.1% |
| 6M | +1.8% | +48.5% | -46.7% | -5.3% |
| YTD | -13.1% | -10.3% | -2.8% | -13.7% |
| 1Y | -13.7% | -15.6% | +1.9% | -13.8% |
| 3Y | +113.1% | -25.6% | +138.7% | +107.0% |
| All | +84.7% | +6.4% | +78.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling