-42.5%
DOCS vs DUOL
+16.9%
-59.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -1.0% |
| 7D | +2.6% | +3.0% | -0.5% | +1.6% |
| 30D | +11.4% | +18.3% | -6.9% | +5.3% |
| 3M | +25.4% | +14.7% | +10.7% | +19.1% |
| 6M | +42.5% | +57.5% | -14.9% | +23.5% |
| YTD | -24.7% | -5.8% | -18.9% | -26.1% |
| 1Y | -32.9% | -11.4% | -21.6% | -33.4% |
| 3Y | +39.6% | -22.5% | +62.1% | +30.7% |
| 5Y | -54.6% | +6.6% | -61.3% | -67.6% |
| All | -42.5% | +16.9% | -59.4% | -59.6% |
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 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