-8.7%
COMP vs DUOL
+11.7%
-20.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.1% |
| 7D | 0.0% | +3.0% | -3.0% | -1.2% |
| 30D | +16.6% | +18.3% | -1.8% | +9.6% |
| 3M | -23.5% | +14.7% | -38.2% | -28.0% |
| 6M | +25.7% | +57.5% | -31.7% | +4.6% |
| YTD | -3.4% | -5.8% | +2.4% | -5.8% |
| 1Y | +7.6% | -11.4% | +19.0% | +6.8% |
| 3Y | +423.6% | -22.5% | +446.1% | +341.7% |
| All | -8.7% | +11.7% | -20.4% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling