-40.0%
DIS vs DUOL
-1.5%
-38.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.3% |
| 7D | -3.5% | -11.8% | +8.3% | -2.2% |
| 30D | +1.0% | +1.5% | -0.5% | +0.6% |
| 3M | +5.7% | +18.1% | -12.5% | +3.1% |
| 6M | +3.3% | +38.7% | -35.4% | -1.5% |
| YTD | -7.7% | -20.7% | +12.9% | -6.5% |
| 1Y | -10.0% | -49.1% | +39.1% | -4.8% |
| 3Y | +31.7% | -11.0% | +42.7% | +24.2% |
| 5Y | -42.2% | -18.0% | -24.2% | -51.1% |
| All | -40.0% | -1.5% | -38.5% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling