-40.6%
DIS vs DUOL
-17.6%
-23.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.2% | -7.0% | +8.2% | +2.0% |
| 30D | +3.2% | +6.7% | -3.5% | +2.3% |
| 3M | +7.0% | +16.0% | -9.0% | +4.6% |
| 6M | +6.4% | +45.4% | -39.0% | +0.9% |
| YTD | -5.6% | -18.1% | +12.5% | -4.6% |
| 1Y | -7.7% | -53.6% | +45.9% | -1.0% |
| 3Y | +33.2% | -11.0% | +44.1% | +25.1% |
| All | -40.6% | -17.6% | -23.0% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling