+180.9%
COR vs DUOL
-11.2%
+192.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.4% |
| 7D | -3.9% | -11.8% | +7.9% | -3.9% |
| 30D | -0.3% | +1.5% | -1.8% | -0.3% |
| 3M | +15.9% | +18.1% | -2.3% | +16.0% |
| 6M | -10.3% | +38.7% | -48.9% | -10.1% |
| YTD | -3.7% | -20.7% | +17.0% | -3.6% |
| 1Y | +9.1% | -49.1% | +58.2% | +9.1% |
| 3Y | +86.6% | -11.0% | +97.6% | +84.8% |
| 5Y | +180.9% | -18.0% | +198.9% | +178.0% |
| All | +180.9% | -11.2% | +192.1% | +178.0% |
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