+164.7%
COPX vs DUOL
-17.6%
+182.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.3% | -7.0% | +4.6% | -1.8% |
| 30D | +0.3% | +6.7% | -6.5% | -0.6% |
| 3M | +6.8% | +16.0% | -9.2% | +4.5% |
| 6M | +7.9% | +45.4% | -37.5% | +2.7% |
| YTD | +23.7% | -18.1% | +41.9% | +24.8% |
| 1Y | +71.5% | -53.6% | +125.1% | +83.5% |
| 3Y | +149.1% | -11.0% | +160.1% | +138.2% |
| All | +164.7% | -17.6% | +182.3% | +132.2% |
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