+27.3%
DECK vs DUOL
+9.2%
+18.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | -2.2% | +5.1% | -7.3% | -3.1% |
| 30D | -13.6% | +14.1% | -27.7% | -15.8% |
| 3M | -21.2% | +41.5% | -62.8% | -26.2% |
| 6M | -21.1% | +60.6% | -81.7% | -28.2% |
| YTD | -17.2% | -12.0% | -5.2% | -16.9% |
| 1Y | -30.7% | -43.4% | +12.6% | -25.7% |
| 3Y | -3.4% | +3.7% | -7.1% | -11.0% |
| 5Y | +25.5% | -5.3% | +30.8% | +6.0% |
| All | +27.3% | +9.2% | +18.1% | +7.9% |
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