-45.0%
BABA vs DUOL
+16.1%
-61.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -5.9% | -2.1% |
| 7D | -3.6% | +1.8% | -5.3% | -4.0% |
| 30D | -8.4% | +11.1% | -19.4% | -10.8% |
| 3M | -20.6% | +21.2% | -41.8% | -24.5% |
| 6M | -25.4% | +56.1% | -81.5% | -33.3% |
| YTD | -30.1% | -6.5% | -23.6% | -31.4% |
| 1Y | -36.3% | -15.8% | -20.5% | -36.3% |
| 3Y | +30.4% | -22.4% | +52.8% | +16.7% |
| 5Y | -35.7% | +8.3% | -44.1% | -59.4% |
| All | -45.0% | +16.1% | -61.0% | -67.9% |
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