+270.6%
C vs DUOL
+2.2%
+268.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | +3.6% | +5.1% | -1.5% | +3.1% |
| 30D | +0.1% | +14.1% | -14.1% | -1.5% |
| 3M | +2.4% | +41.5% | -39.1% | -2.0% |
| 6M | +24.9% | +60.6% | -35.7% | +17.2% |
| YTD | +19.8% | -12.0% | +31.8% | +20.1% |
| 1Y | +44.9% | -43.4% | +88.2% | +51.0% |
| All | +270.6% | +2.2% | +268.4% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling