+119.4%
DAL vs DUOL
+13.5%
+105.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | +8.8% | +21.9% | -13.1% | +5.6% |
| 30D | +5.4% | +5.7% | -0.3% | +4.2% |
| 3M | -4.9% | +30.9% | -35.8% | -9.1% |
| 6M | +19.8% | +52.8% | -32.9% | +11.2% |
| YTD | +27.0% | -8.6% | +35.6% | +26.0% |
| 1Y | +52.5% | -17.2% | +69.7% | +53.0% |
| 3Y | +173.8% | +2.0% | +171.9% | +160.0% |
| 5Y | +104.5% | +4.4% | +100.2% | +71.6% |
| All | +119.4% | +13.5% | +105.9% | +87.0% |
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 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