+13.7%
COMP vs DUOL
-22.7%
+36.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.8% |
| 7D | +7.2% | +22.4% | -15.2% | +1.7% |
| 30D | +6.4% | +4.5% | +1.9% | +4.5% |
| 3M | -19.4% | +14.2% | -33.6% | -22.5% |
| 6M | +14.6% | +45.1% | -30.5% | +3.5% |
| YTD | -5.5% | -10.7% | +5.2% | -1.0% |
| 1Y | +13.7% | -18.7% | +32.4% | +23.1% |
| All | +13.7% | -22.7% | +36.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling