+12.4%
DKS vs DUOL
-15.6%
+28.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.7% |
| 7D | -4.7% | -8.6% | +3.9% | -3.6% |
| 30D | -35.1% | +7.2% | -42.2% | -35.8% |
| 3M | -37.7% | +19.1% | -56.8% | -39.5% |
| 6M | -30.7% | +52.5% | -83.3% | -35.4% |
| YTD | -31.9% | -17.3% | -14.6% | -31.1% |
| 1Y | -40.0% | -49.2% | +9.2% | -35.6% |
| 3Y | +28.4% | -7.3% | +35.7% | +20.2% |
| 5Y | +12.4% | -16.3% | +28.7% | -2.6% |
| All | +12.4% | -15.6% | +28.0% | -2.6% |
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