+186.4%
COPX vs DUOL
-1.5%
+188.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.4% |
| 7D | +6.0% | -11.8% | +17.8% | +7.1% |
| 30D | +6.4% | +1.5% | +4.9% | +6.0% |
| 3M | +19.3% | +18.1% | +1.1% | +16.5% |
| 6M | +16.2% | +38.7% | -22.4% | +11.1% |
| YTD | +33.2% | -20.7% | +53.8% | +34.7% |
| 1Y | +90.2% | -49.1% | +139.3% | +100.9% |
| 3Y | +175.7% | -11.0% | +186.7% | +163.4% |
| 5Y | +193.1% | -18.0% | +211.1% | +161.7% |
| All | +186.4% | -1.5% | +188.0% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling