-7.0%
DASH vs DUOL
+4.3%
-11.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | +0.4% | +21.9% | -21.5% | -7.8% |
| 30D | -6.0% | +5.7% | -11.8% | -8.8% |
| 3M | -15.8% | +30.9% | -46.6% | -25.8% |
| 6M | +7.0% | +52.8% | -45.8% | -13.0% |
| YTD | -20.7% | -8.6% | -12.1% | -21.9% |
| 1Y | -8.5% | -17.2% | +8.7% | -6.7% |
| 3Y | +101.8% | +2.0% | +99.8% | +53.0% |
| All | -7.0% | +4.3% | -11.2% | -46.5% |
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