-47.9%
CMCSA vs DUOL
-19.0%
-28.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -6.3% |
| 7D | -8.3% | -11.8% | +3.5% | -7.5% |
| 30D | -2.4% | +1.5% | -3.9% | -2.6% |
| 3M | +4.5% | +18.1% | -13.6% | +3.2% |
| 6M | -18.8% | +38.7% | -57.4% | -20.8% |
| YTD | -8.9% | -20.7% | +11.7% | -8.1% |
| 1Y | -18.3% | -49.1% | +30.8% | -15.3% |
| 3Y | -35.0% | -11.0% | -23.9% | -36.8% |
| All | -47.9% | -19.0% | -28.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling