+50.3%
DKS vs DUOL
+3.5%
+46.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.4% | -4.2% |
| 7D | -0.4% | -7.8% | +7.4% | +0.7% |
| 30D | -36.6% | +11.8% | -48.5% | -37.7% |
| 3M | -37.6% | +24.1% | -61.7% | -39.7% |
| 6M | -32.1% | +43.6% | -75.7% | -36.1% |
| YTD | -32.3% | -16.6% | -15.7% | -31.6% |
| 1Y | -39.5% | -46.0% | +6.6% | -35.6% |
| 3Y | +27.7% | -6.5% | +34.1% | +19.6% |
| 5Y | +15.0% | -7.4% | +22.4% | +0.4% |
| All | +50.3% | +3.5% | +46.8% | +32.0% |
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