-31.9%
DIS vs DUOL
+11.3%
-43.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +8.9% | +12.4% | -3.5% | +7.0% |
| 3M | +14.5% | +16.9% | -2.4% | +11.8% |
| 6M | +12.2% | +48.5% | -36.3% | +6.0% |
| YTD | +4.7% | -10.3% | +15.0% | +4.2% |
| 1Y | +2.8% | -15.6% | +18.5% | +2.8% |
| 3Y | +38.1% | -25.6% | +63.7% | +33.6% |
| 5Y | -23.6% | +1.5% | -25.2% | -36.5% |
| All | -31.9% | +11.3% | -43.2% | -43.9% |
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 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