+13.3%
DASH vs DUOL
+9.2%
+4.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.6% |
| 7D | -10.6% | +5.1% | -15.7% | -12.4% |
| 30D | +2.2% | +14.1% | -12.0% | -4.0% |
| 3M | +32.3% | +41.5% | -9.2% | +13.3% |
| 6M | +19.1% | +60.6% | -41.5% | -3.4% |
| YTD | -6.5% | -12.0% | +5.5% | -5.6% |
| 1Y | -14.9% | -43.4% | +28.5% | +0.3% |
| 3Y | +151.9% | +3.7% | +148.2% | +96.4% |
| 5Y | +9.4% | -5.3% | +14.7% | -31.5% |
| All | +13.3% | +9.2% | +4.1% | -31.1% |
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