+36.1%
DOCN vs DUOL
+13.5%
+22.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +1.9% |
| 7D | -19.2% | +21.9% | -41.1% | -25.1% |
| 30D | -43.1% | +5.7% | -48.8% | -44.9% |
| 3M | -40.7% | +30.9% | -71.6% | -47.3% |
| 6M | -55.0% | +52.8% | -107.7% | -63.6% |
| YTD | +50.6% | -8.6% | +59.2% | +43.8% |
| 1Y | +54.0% | -17.2% | +71.1% | +52.0% |
| 3Y | +203.9% | +2.0% | +201.9% | +131.8% |
| 5Y | -29.4% | +4.4% | -33.7% | -55.8% |
| All | +36.1% | +13.5% | +22.6% | -20.4% |
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