+166.3%
CBOE vs DUOL
-1.5%
+167.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.4% |
| 7D | -0.8% | -11.8% | +11.0% | -0.4% |
| 30D | +2.7% | +1.5% | +1.2% | +2.6% |
| 3M | +0.7% | +18.1% | -17.4% | +0.2% |
| 6M | -2.0% | +38.7% | -40.6% | -3.0% |
| YTD | +17.1% | -20.7% | +37.8% | +17.5% |
| 1Y | +26.5% | -49.1% | +75.6% | +28.1% |
| 3Y | +96.1% | -11.0% | +107.2% | +89.4% |
| 5Y | +149.3% | -18.0% | +167.3% | +129.8% |
| All | +166.3% | -1.5% | +167.8% | +149.9% |
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