+51.5%
CART vs DUOL
-6.0%
+57.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.7% |
| 7D | +1.0% | +5.1% | -4.0% | -0.1% |
| 30D | +12.6% | +14.1% | -1.5% | +9.2% |
| 3M | +23.1% | +41.5% | -18.4% | +13.9% |
| 6M | +39.5% | +60.6% | -21.1% | +24.9% |
| YTD | +13.5% | -12.0% | +25.5% | +13.9% |
| 1Y | +14.9% | -43.4% | +58.2% | +23.8% |
| All | +51.5% | -6.0% | +57.6% | +60.9% |
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 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