-38.6%
BABA vs DUOL
+9.2%
-47.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.8% |
| 7D | -4.8% | +5.1% | -9.8% | -5.8% |
| 30D | -11.9% | +14.1% | -26.0% | -14.6% |
| 3M | -9.3% | +41.5% | -50.8% | -16.3% |
| 6M | -14.2% | +60.6% | -74.9% | -23.6% |
| YTD | -22.0% | -12.0% | -10.0% | -21.9% |
| 1Y | -12.7% | -43.4% | +30.6% | -5.7% |
| 3Y | +26.7% | +3.7% | +22.9% | +1.3% |
| 5Y | -29.3% | -5.3% | -24.1% | -55.1% |
| All | -38.6% | +9.2% | -47.8% | -63.4% |
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