-77.6%
DOCU vs DUOL
+9.2%
-86.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.6% |
| 7D | +6.9% | +5.1% | +1.8% | +5.0% |
| 30D | +19.0% | +14.1% | +4.9% | +13.7% |
| 3M | +34.3% | +41.5% | -7.2% | +19.6% |
| 6M | +48.0% | +60.6% | -12.6% | +26.3% |
| YTD | 0.0% | -12.0% | +12.0% | +1.6% |
| 1Y | -10.3% | -43.4% | +33.1% | +1.3% |
| 3Y | +32.4% | +3.7% | +28.7% | +6.1% |
| 5Y | -77.9% | -5.3% | -72.7% | -85.7% |
| All | -77.6% | +9.2% | -86.8% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling