-14.2%
COMP vs DUOL
+9.2%
-23.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.4% |
| 7D | +1.4% | +5.1% | -3.7% | -0.4% |
| 30D | -13.3% | +14.1% | -27.5% | -17.4% |
| 3M | +41.1% | +41.5% | -0.4% | +24.4% |
| 6M | +17.2% | +60.6% | -43.4% | -2.5% |
| YTD | +5.2% | -12.0% | +17.2% | +6.0% |
| 1Y | +18.9% | -43.4% | +62.3% | +34.3% |
| 3Y | +215.9% | +3.7% | +212.2% | +131.8% |
| 5Y | -31.2% | -5.3% | -25.9% | -58.8% |
| All | -14.2% | +9.2% | -23.4% | -51.1% |
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 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