+188.5%
COP vs DUOL
+2.7%
+185.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.1% |
| 7D | +1.0% | -8.6% | +9.6% | +1.5% |
| 30D | +9.6% | +7.2% | +2.4% | +9.0% |
| 3M | +15.0% | +19.1% | -4.0% | +13.4% |
| 6M | +21.8% | +52.5% | -30.8% | +17.8% |
| YTD | +49.6% | -17.3% | +66.9% | +50.4% |
| 1Y | +49.9% | -49.2% | +99.1% | +55.0% |
| 3Y | +22.6% | -7.3% | +29.9% | +19.7% |
| 5Y | +193.6% | -16.3% | +209.9% | +168.8% |
| All | +188.5% | +2.7% | +185.8% | +163.5% |
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