+36.0%
DIS vs DUOL
-16.6%
+52.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.9% | +2.4% |
| 7D | +5.3% | +14.0% | -8.7% | +3.8% |
| 30D | +10.2% | +2.9% | +7.4% | +9.6% |
| 3M | +13.5% | +17.8% | -4.3% | +11.3% |
| 6M | +11.1% | +42.8% | -31.7% | +6.8% |
| YTD | +5.5% | -12.1% | +17.6% | +5.3% |
| 1Y | +9.1% | -23.3% | +32.5% | +10.0% |
| 3Y | +36.0% | -24.0% | +60.0% | +36.3% |
| All | +36.0% | -16.6% | +52.6% | +36.3% |
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