-74.5%
DOCU vs DUOL
+10.8%
-85.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -3.4% | +22.4% | -25.8% | -10.2% |
| 30D | +9.3% | +4.5% | +4.8% | +6.3% |
| 3M | +30.2% | +14.2% | +16.0% | +22.7% |
| 6M | +62.1% | +45.1% | +17.1% | +41.1% |
| YTD | +13.5% | -10.7% | +24.3% | +13.0% |
| 1Y | +11.5% | -18.7% | +30.2% | +13.7% |
| 3Y | +89.5% | -25.9% | +115.4% | +74.1% |
| 5Y | -69.6% | +5.8% | -75.4% | -80.8% |
| All | -74.5% | +10.8% | -85.3% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling