-29.8%
DASH vs DUOL
+3.2%
-33.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -1.6% |
| 7D | -4.1% | +0.3% | -4.3% | -4.3% |
| 30D | -10.6% | +12.4% | -23.0% | -15.4% |
| 3M | -18.8% | +16.9% | -35.7% | -25.1% |
| 6M | +11.2% | +48.5% | -37.3% | -8.5% |
| YTD | -23.8% | -10.3% | -13.5% | -24.5% |
| 1Y | -12.2% | -15.6% | +3.5% | -11.2% |
| 3Y | +97.3% | -25.6% | +122.9% | +79.3% |
| 5Y | -29.8% | +1.5% | -31.4% | -62.6% |
| All | -29.8% | +3.2% | -33.1% | -62.6% |
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