+52.6%
DOCS vs DUOL
-0.2%
+52.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.6% |
| 7D | -0.8% | +21.9% | -22.7% | -6.2% |
| 30D | +17.4% | +5.7% | +11.7% | +14.9% |
| 3M | +57.4% | +30.9% | +26.5% | +46.0% |
| 6M | +26.5% | +52.8% | -26.2% | +12.8% |
| YTD | -26.6% | -8.6% | -18.0% | -27.7% |
| 1Y | -48.1% | -17.2% | -30.9% | -48.0% |
| 3Y | +52.6% | +2.0% | +50.7% | +47.3% |
| All | +52.6% | -0.2% | +52.9% | +47.3% |
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