+331.1%
DINO vs DUOL
+3.5%
+327.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +3.1% |
| 7D | +4.2% | -7.8% | +12.0% | +4.7% |
| 30D | +33.9% | +11.8% | +22.0% | +32.7% |
| 3M | +50.5% | +24.1% | +26.4% | +47.6% |
| 6M | +95.2% | +43.6% | +51.5% | +88.8% |
| YTD | +140.6% | -16.6% | +157.1% | +141.7% |
| 1Y | +119.0% | -46.0% | +165.0% | +125.9% |
| 3Y | +100.4% | -6.5% | +106.8% | +94.1% |
| 5Y | +324.6% | -7.4% | +332.0% | +284.3% |
| All | +331.1% | +3.5% | +327.6% | +295.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling