+188.4%
COR vs DUOL
+3.5%
+184.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -1.9% |
| 7D | -1.9% | -7.8% | +5.9% | -1.9% |
| 30D | +1.5% | +11.8% | -10.3% | +1.6% |
| 3M | +18.7% | +24.1% | -5.4% | +18.8% |
| 6M | -9.0% | +43.6% | -52.7% | -8.8% |
| YTD | -3.3% | -16.6% | +13.3% | -3.2% |
| 1Y | +9.8% | -46.0% | +55.9% | +9.9% |
| 3Y | +87.4% | -6.5% | +93.8% | +85.6% |
| 5Y | +180.5% | -7.4% | +187.9% | +177.3% |
| All | +188.4% | +3.5% | +184.9% | +182.9% |
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