-43.0%
CMCSA vs DUOL
+3.5%
-46.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.3% |
| 7D | +0.1% | -7.8% | +7.9% | +0.6% |
| 30D | +3.8% | +11.8% | -8.0% | +3.0% |
| 3M | +12.3% | +24.1% | -11.8% | +10.5% |
| 6M | -15.4% | +43.6% | -59.0% | -17.7% |
| YTD | -2.5% | -16.6% | +14.1% | -1.9% |
| 1Y | -13.4% | -46.0% | +32.7% | -10.6% |
| 3Y | -30.4% | -6.5% | -23.9% | -32.5% |
| 5Y | -45.0% | -7.4% | -37.6% | -49.5% |
| All | -43.0% | +3.5% | -46.5% | -48.2% |
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