+53.4%
DKS vs DUOL
+1.6%
+51.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -3.0% | -7.0% | +4.0% | -2.0% |
| 30D | -33.4% | +6.7% | -40.1% | -34.1% |
| 3M | -39.4% | +16.0% | -55.4% | -40.9% |
| 6M | -30.1% | +45.4% | -75.5% | -34.4% |
| YTD | -31.0% | -18.1% | -12.8% | -30.1% |
| 1Y | -40.2% | -53.6% | +13.4% | -34.9% |
| 3Y | +30.9% | -11.0% | +41.9% | +23.5% |
| 5Y | +14.0% | -17.1% | +31.2% | +0.2% |
| All | +53.4% | +1.6% | +51.8% | +34.9% |
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