+41.2%
COF vs DUOL
+2.7%
+38.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.0% | -2.3% |
| 7D | -6.1% | -8.6% | +2.5% | -5.0% |
| 30D | -5.2% | +7.2% | -12.3% | -6.3% |
| 3M | +17.0% | +19.1% | -2.1% | +13.5% |
| 6M | +12.9% | +52.5% | -39.6% | +5.3% |
| YTD | -13.5% | -17.3% | +3.7% | -12.7% |
| 1Y | -5.9% | -49.2% | +43.4% | +0.4% |
| 3Y | +117.1% | -7.3% | +124.4% | +107.0% |
| 5Y | +45.4% | -16.3% | +61.7% | +23.6% |
| All | +41.2% | +2.7% | +38.5% | +29.0% |
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