+62.0%
DOCN vs DUOL
+16.9%
+45.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.0% | -9.2% | -5.7% |
| 7D | +19.1% | +3.0% | +16.0% | +17.8% |
| 30D | -21.0% | +18.3% | -39.3% | -26.3% |
| 3M | -34.7% | +14.7% | -49.5% | -39.5% |
| 6M | -45.8% | +57.5% | -103.2% | -56.4% |
| YTD | +79.4% | -5.8% | +85.2% | +69.4% |
| 1Y | +91.0% | -11.4% | +102.4% | +84.0% |
| 3Y | +237.5% | -22.5% | +260.0% | +196.1% |
| 5Y | -30.4% | +6.6% | -37.0% | -56.8% |
| All | +62.0% | +16.9% | +45.1% | -6.2% |
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