-37.0%
DOCS vs DUOL
-14.5%
-22.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +0.9% |
| 7D | -4.2% | +1.8% | -5.9% | -4.8% |
| 30D | +8.6% | +11.1% | -2.5% | +4.0% |
| 3M | +27.2% | +21.2% | +6.1% | +17.6% |
| 6M | +26.5% | +56.1% | -29.6% | +9.7% |
| YTD | -25.0% | -6.5% | -18.5% | -31.6% |
| 1Y | -37.0% | -15.8% | -21.2% | -42.6% |
| All | -37.0% | -14.5% | -22.5% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling