+91.1%
DDOG vs DUOL
+9.2%
+81.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | 0.0% |
| 7D | -10.1% | +5.1% | -15.2% | -11.7% |
| 30D | -24.8% | +14.1% | -38.9% | -28.0% |
| 3M | -12.6% | +41.5% | -54.1% | -22.5% |
| 6M | +79.9% | +60.6% | +19.3% | +53.8% |
| YTD | +56.6% | -12.0% | +68.6% | +58.6% |
| 1Y | +61.6% | -43.4% | +104.9% | +79.0% |
| 3Y | +117.9% | +3.7% | +114.2% | +69.4% |
| 5Y | +54.2% | -5.3% | +59.5% | +0.8% |
| All | +91.1% | +9.2% | +81.8% | +21.4% |
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