+126.0%
COST vs DUOL
-1.5%
+127.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | -2.8% | -11.8% | +9.0% | -1.9% |
| 30D | -5.3% | +1.5% | -6.8% | -5.5% |
| 3M | -6.7% | +18.1% | -24.8% | -8.2% |
| 6M | -9.9% | +38.7% | -48.6% | -12.7% |
| YTD | +5.1% | -20.7% | +25.8% | +6.2% |
| 1Y | -7.3% | -49.1% | +41.8% | -3.4% |
| 3Y | +70.4% | -11.0% | +81.4% | +63.4% |
| 5Y | +104.4% | -18.0% | +122.4% | +84.8% |
| All | +126.0% | -1.5% | +127.5% | +101.1% |
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