+30.9%
DOCU vs DUOL
+3.9%
+27.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.3% |
| 7D | +6.9% | +5.1% | +1.8% | +5.5% |
| 30D | +19.0% | +14.1% | +4.9% | +15.2% |
| 3M | +34.3% | +41.5% | -7.2% | +23.9% |
| 6M | +48.0% | +60.6% | -12.6% | +32.9% |
| YTD | 0.0% | -12.0% | +12.0% | -0.4% |
| 1Y | -10.3% | -43.4% | +33.1% | -4.9% |
| All | +30.9% | +3.9% | +27.0% | +26.4% |
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 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