+34.8%
DIS vs DUOL
+2.2%
+32.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | -2.6% | +5.1% | -7.7% | -3.1% |
| 30D | +3.5% | +14.1% | -10.7% | +1.9% |
| 3M | +6.8% | +41.5% | -34.7% | +2.6% |
| 6M | +3.0% | +60.6% | -57.6% | -2.7% |
| YTD | -6.7% | -12.0% | +5.3% | -6.4% |
| 1Y | -10.1% | -43.4% | +33.3% | -6.3% |
| All | +34.8% | +2.2% | +32.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling