+185.7%
COR vs DUOL
+1.6%
+184.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.8% | -7.0% | +4.1% | -2.9% |
| 30D | +2.6% | +6.7% | -4.2% | +2.6% |
| 3M | +14.5% | +16.0% | -1.6% | +14.6% |
| 6M | -7.8% | +45.4% | -53.2% | -7.6% |
| YTD | -4.2% | -18.1% | +13.9% | -4.1% |
| 1Y | +7.0% | -53.6% | +60.6% | +7.1% |
| 3Y | +85.5% | -11.0% | +96.5% | +83.9% |
| 5Y | +181.2% | -17.1% | +198.3% | +178.6% |
| All | +185.7% | +1.6% | +184.0% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling