-31.3%
DIS vs DUOL
+10.8%
-42.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +4.4% | +22.4% | -18.0% | +1.8% |
| 30D | +10.3% | +4.5% | +5.8% | +9.3% |
| 3M | +15.5% | +14.2% | +1.3% | +13.0% |
| 6M | +11.2% | +45.1% | -33.9% | +5.3% |
| YTD | +5.6% | -10.7% | +16.3% | +5.1% |
| 1Y | +7.7% | -18.7% | +26.5% | +8.2% |
| 3Y | +39.3% | -25.9% | +65.2% | +34.8% |
| 5Y | -29.5% | +5.8% | -35.3% | -41.3% |
| All | -31.3% | +10.8% | -42.1% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling