+118.1%
COF vs DUOL
-9.6%
+127.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -5.1% | -7.0% | +1.8% | -4.2% |
| 30D | -6.0% | +6.7% | -12.7% | -7.2% |
| 3M | +14.8% | +16.0% | -1.2% | +11.6% |
| 6M | +15.3% | +45.4% | -30.1% | +7.7% |
| YTD | -13.0% | -18.1% | +5.1% | -12.0% |
| 1Y | -5.7% | -53.6% | +47.8% | +2.5% |
| 3Y | +118.1% | -11.0% | +129.1% | +111.7% |
| All | +118.1% | -9.6% | +127.8% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling