+67.0%
DIA vs DUOL
+9.2%
+57.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -0.2% | +5.1% | -5.3% | -0.5% |
| 30D | -1.5% | +14.1% | -15.7% | -2.5% |
| 3M | +3.8% | +41.5% | -37.8% | +1.0% |
| 6M | +10.3% | +60.6% | -50.3% | +6.1% |
| YTD | +12.1% | -12.0% | +24.1% | +12.2% |
| 1Y | +18.6% | -43.4% | +62.0% | +21.9% |
| 3Y | +60.6% | +3.7% | +56.9% | +54.9% |
| 5Y | +64.4% | -5.3% | +69.7% | +50.4% |
| All | +67.0% | +9.2% | +57.7% | +52.9% |
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