+85.4%
DGX vs DUOL
-1.5%
+86.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | -2.2% | -11.8% | +9.6% | -2.0% |
| 30D | -0.9% | +1.5% | -2.4% | -1.0% |
| 3M | +15.6% | +18.1% | -2.5% | +15.0% |
| 6M | +17.8% | +38.7% | -20.9% | +16.7% |
| YTD | +37.5% | -20.7% | +58.1% | +38.1% |
| 1Y | +31.2% | -49.1% | +80.2% | +33.3% |
| 3Y | +96.6% | -11.0% | +107.6% | +93.2% |
| 5Y | +64.9% | -18.0% | +82.9% | +61.2% |
| All | +85.4% | -1.5% | +86.9% | +79.0% |
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