-21.2%
COMP vs DUOL
+13.5%
-34.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.6% | +10.1% |
| 7D | +13.4% | +21.9% | -8.5% | +6.1% |
| 30D | +11.1% | +5.7% | +5.4% | +8.7% |
| 3M | -18.8% | +30.9% | -49.7% | -26.4% |
| 6M | +10.5% | +52.8% | -42.3% | -6.6% |
| YTD | -3.4% | -8.6% | +5.2% | -4.6% |
| 1Y | +19.7% | -17.2% | +36.9% | +21.5% |
| 3Y | +381.6% | +2.0% | +379.6% | +258.1% |
| 5Y | -17.6% | +4.4% | -21.9% | -52.1% |
| All | -21.2% | +13.5% | -34.7% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling