-69.4%
DOCU vs DUOL
+11.7%
-81.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | -0.8% |
| 7D | +4.1% | +3.0% | +1.0% | +3.0% |
| 30D | +7.4% | +18.3% | -11.0% | +0.2% |
| 3M | +26.0% | +14.7% | +11.3% | +18.0% |
| 6M | +79.2% | +57.5% | +21.7% | +50.4% |
| YTD | +18.1% | -5.8% | +23.9% | +15.4% |
| 1Y | +20.5% | -11.4% | +31.9% | +19.6% |
| 3Y | +96.4% | -22.5% | +118.9% | +74.8% |
| All | -69.4% | +11.7% | -81.1% | -83.5% |
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