-74.5%
DOCU vs DUOL
+13.5%
-88.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.3% |
| 7D | -5.5% | +21.9% | -27.5% | -12.1% |
| 30D | +12.6% | +5.7% | +6.9% | +9.2% |
| 3M | +36.4% | +30.9% | +5.5% | +23.2% |
| 6M | +66.8% | +52.8% | +14.0% | +42.8% |
| YTD | +13.5% | -8.6% | +22.1% | +12.2% |
| 1Y | +11.3% | -17.2% | +28.5% | +12.8% |
| 3Y | +92.1% | +2.0% | +90.1% | +54.8% |
| 5Y | -71.0% | +4.4% | -75.3% | -81.7% |
| All | -74.5% | +13.5% | -88.0% | -84.3% |
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