-73.2%
DOCS vs DUOL
-6.3%
-66.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -2.0% |
| 7D | -1.4% | +5.1% | -6.5% | -2.9% |
| 30D | +21.8% | +14.1% | +7.7% | +17.5% |
| 3M | +27.3% | +41.5% | -14.2% | +15.4% |
| 6M | -0.3% | +60.6% | -61.0% | -13.4% |
| YTD | -40.5% | -12.0% | -28.5% | -39.8% |
| 1Y | -61.5% | -43.4% | -18.2% | -57.2% |
| 3Y | +8.2% | +3.7% | +4.4% | -7.6% |
| All | -73.2% | -6.3% | -66.9% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling