-38.9%
BABA vs DUOL
+3.5%
-42.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.5% |
| 7D | -0.2% | -7.8% | +7.6% | +1.4% |
| 30D | -12.3% | +11.8% | -24.1% | -14.5% |
| 3M | -5.3% | +24.1% | -29.4% | -10.2% |
| 6M | -13.1% | +43.6% | -56.7% | -20.7% |
| YTD | -22.4% | -16.6% | -5.8% | -21.5% |
| 1Y | -19.5% | -46.0% | +26.6% | -12.3% |
| 3Y | +32.9% | -6.5% | +39.4% | +9.3% |
| 5Y | -29.9% | -7.4% | -22.5% | -55.4% |
| All | -38.9% | +3.5% | -42.5% | -63.3% |
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 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