-29.7%
DPZ vs DUOL
+16.9%
-46.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +2.0% |
| 7D | +2.2% | +3.0% | -0.8% | +1.8% |
| 30D | +15.5% | +18.3% | -2.8% | +12.9% |
| 3M | -2.0% | +14.7% | -16.7% | -4.1% |
| 6M | +12.1% | +57.5% | -45.3% | +5.7% |
| YTD | -16.6% | -5.8% | -10.8% | -17.5% |
| 1Y | -14.6% | -11.4% | -3.2% | -15.1% |
| 3Y | -4.1% | -22.5% | +18.4% | -7.8% |
| 5Y | -28.3% | +6.6% | -34.9% | -40.4% |
| All | -29.7% | +16.9% | -46.6% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling