+115.8%
CTAS vs DUOL
+9.2%
+106.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.1% |
| 7D | -1.8% | +5.1% | -6.9% | -2.2% |
| 30D | -0.2% | +14.1% | -14.3% | -1.5% |
| 3M | +11.7% | +41.5% | -29.8% | +8.2% |
| 6M | +0.7% | +60.6% | -59.9% | -3.6% |
| YTD | +7.4% | -12.0% | +19.4% | +7.5% |
| 1Y | -2.1% | -43.4% | +41.3% | +1.1% |
| 3Y | +62.9% | +3.7% | +59.2% | +55.0% |
| 5Y | +111.9% | -5.3% | +117.2% | +90.5% |
| All | +115.8% | +9.2% | +106.5% | +92.9% |
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