-4.6%
DASH vs DUOL
+16.1%
-20.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.7% | -1.8% |
| 7D | -10.2% | +1.8% | -12.0% | -10.9% |
| 30D | -8.2% | +11.1% | -19.3% | -12.6% |
| 3M | -15.9% | +21.2% | -37.1% | -23.2% |
| 6M | +13.3% | +56.1% | -42.8% | -7.7% |
| YTD | -21.3% | -6.5% | -14.8% | -23.2% |
| 1Y | -11.1% | -15.8% | +4.6% | -10.1% |
| 3Y | +103.8% | -22.4% | +126.2% | +85.3% |
| 5Y | -21.6% | +8.3% | -29.9% | -53.1% |
| All | -4.6% | +16.1% | -20.7% | -43.9% |
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