+149.3%
COPX vs DUOL
-8.7%
+158.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.3% | -11.2% | -7.2% |
| 7D | -2.9% | -8.6% | +5.7% | -2.4% |
| 30D | 0.0% | +7.2% | -7.2% | -0.6% |
| 3M | +14.8% | +19.1% | -4.3% | +12.8% |
| 6M | +7.0% | +52.5% | -45.5% | +2.4% |
| YTD | +23.8% | -17.3% | +41.1% | +25.7% |
| 1Y | +75.7% | -49.2% | +124.9% | +87.0% |
| All | +149.3% | -8.7% | +158.0% | +143.6% |
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