-54.2%
DOCS vs DUOL
+4.3%
-58.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.6% |
| 7D | -0.8% | +21.9% | -22.7% | -6.9% |
| 30D | +17.4% | +5.7% | +11.7% | +14.5% |
| 3M | +57.4% | +30.9% | +26.5% | +44.3% |
| 6M | +26.5% | +52.8% | -26.2% | +10.3% |
| YTD | -26.6% | -8.6% | -18.0% | -27.3% |
| 1Y | -48.1% | -17.2% | -30.9% | -47.5% |
| 3Y | +52.6% | +2.0% | +50.7% | +29.4% |
| All | -54.2% | +4.3% | -58.5% | -68.2% |
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 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