+55.8%
DOCS vs DUOL
-2.4%
+58.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.6% |
| 7D | -1.3% | +15.1% | -16.5% | -5.3% |
| 30D | +19.4% | +6.0% | +13.4% | +16.8% |
| 3M | +53.4% | +16.0% | +37.4% | +46.3% |
| 6M | +28.8% | +50.9% | -22.2% | +15.2% |
| YTD | -25.1% | -10.5% | -14.5% | -25.7% |
| 1Y | -48.1% | -39.6% | -8.5% | -44.8% |
| All | +55.8% | -2.4% | +58.1% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling