+37.4%
DOV vs DUOL
+16.9%
+20.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.1% |
| 7D | +3.0% | +3.0% | -0.1% | +2.8% |
| 30D | +8.6% | +18.3% | -9.7% | +7.1% |
| 3M | +1.9% | +14.7% | -12.9% | +0.4% |
| 6M | -1.7% | +57.5% | -59.1% | -5.9% |
| YTD | +8.3% | -5.8% | +14.1% | +7.9% |
| 1Y | +16.6% | -11.4% | +27.9% | +16.5% |
| 3Y | +65.1% | -22.5% | +87.6% | +63.3% |
| 5Y | +29.2% | +6.6% | +22.5% | +16.5% |
| All | +37.4% | +16.9% | +20.5% | +23.5% |
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 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