-4.6%
CARR vs DUOL
-43.9%
+39.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.0% |
| 7D | +1.6% | +5.1% | -3.5% | +1.8% |
| 30D | -8.7% | +14.1% | -22.9% | -8.3% |
| 3M | -12.6% | +41.5% | -54.1% | -11.8% |
| 6M | -1.5% | +60.6% | -62.2% | -0.5% |
| YTD | +14.3% | -12.0% | +26.3% | +18.9% |
| 1Y | -4.6% | -43.4% | +38.8% | +1.7% |
| All | -4.6% | -43.9% | +39.3% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling