-36.5%
DOW vs DUOL
+3.5%
-40.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.7% | +0.7% |
| 7D | -2.9% | -7.8% | +4.9% | -2.5% |
| 30D | +2.0% | +11.8% | -9.9% | +1.2% |
| 3M | -12.5% | +24.1% | -36.6% | -13.9% |
| 6M | -9.2% | +43.6% | -52.8% | -11.6% |
| YTD | +30.8% | -16.6% | +47.4% | +31.5% |
| 1Y | +29.4% | -46.0% | +75.4% | +33.8% |
| 3Y | -34.6% | -6.5% | -28.1% | -35.4% |
| 5Y | -35.9% | -7.4% | -28.5% | -39.3% |
| All | -36.5% | +3.5% | -40.0% | -38.9% |
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