+103.9%
AXP vs DUOL
+9.2%
+94.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.8% |
| 7D | -2.1% | +5.1% | -7.2% | -2.8% |
| 30D | -6.5% | +14.1% | -20.7% | -8.4% |
| 3M | +4.6% | +41.5% | -36.9% | -0.5% |
| 6M | +5.4% | +60.6% | -55.2% | -1.8% |
| YTD | -11.1% | -12.0% | +0.9% | -11.0% |
| 1Y | -0.3% | -43.4% | +43.1% | +4.2% |
| 3Y | +111.6% | +3.7% | +107.9% | +99.4% |
| 5Y | +117.6% | -5.3% | +122.8% | +85.9% |
| All | +103.9% | +9.2% | +94.6% | +79.1% |
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