+20.8%
COP vs DUOL
-5.7%
+26.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +0.9% |
| 7D | -0.8% | -7.8% | +7.0% | -0.4% |
| 30D | +15.6% | +11.8% | +3.8% | +14.8% |
| 3M | +14.3% | +24.1% | -9.8% | +12.7% |
| 6M | +17.0% | +43.6% | -26.7% | +14.0% |
| YTD | +47.4% | -16.6% | +64.0% | +48.3% |
| 1Y | +52.4% | -46.0% | +98.4% | +57.1% |
| 3Y | +20.8% | -6.5% | +27.3% | +23.1% |
| All | +20.8% | -5.7% | +26.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling