+193.3%
COP vs DUOL
-11.2%
+204.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.4% |
| 7D | -0.5% | -11.8% | +11.3% | +0.3% |
| 30D | +11.7% | +1.5% | +10.2% | +11.5% |
| 3M | +17.7% | +18.1% | -0.5% | +16.0% |
| 6M | +18.3% | +38.7% | -20.3% | +15.1% |
| YTD | +49.1% | -20.7% | +69.7% | +50.2% |
| 1Y | +53.3% | -49.1% | +102.4% | +58.6% |
| 3Y | +22.2% | -11.0% | +33.2% | +19.4% |
| 5Y | +193.3% | -18.0% | +211.3% | +169.0% |
| All | +193.3% | -11.2% | +204.5% | +169.0% |
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