+46.0%
DGX vs DUOL
-38.2%
+84.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +26.0% | -22.5% | +3.4% |
| 7D | +4.1% | +19.3% | -15.2% | +3.9% |
| 30D | +10.5% | +9.6% | +0.9% | +10.1% |
| 3M | +9.8% | +17.1% | -7.3% | +9.8% |
| 6M | +34.6% | +46.3% | -11.7% | +35.8% |
| YTD | +49.8% | -8.1% | +57.9% | +50.8% |
| 1Y | +46.0% | -38.5% | +84.5% | +49.2% |
| All | +46.0% | -38.2% | +84.2% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling