+50.6%
DDOG vs DUOL
-10.4%
+61.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +4.0% | +0.4% |
| 7D | -6.1% | -7.8% | +1.7% | -3.7% |
| 30D | -10.1% | +11.8% | -22.0% | -13.8% |
| 3M | -9.3% | +24.1% | -33.4% | -16.1% |
| 6M | +67.2% | +43.6% | +23.5% | +47.6% |
| YTD | +54.6% | -16.6% | +71.2% | +59.2% |
| 1Y | +54.1% | -46.0% | +100.1% | +73.4% |
| 3Y | +115.3% | -6.5% | +121.7% | +72.3% |
| 5Y | +50.6% | -7.4% | +58.0% | -3.2% |
| All | +50.6% | -10.4% | +61.0% | -3.2% |
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