-31.3%
DPZ vs DUOL
+9.1%
-40.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.4% |
| 7D | +3.7% | +14.0% | -10.4% | +1.9% |
| 30D | +8.0% | +2.9% | +5.1% | +7.3% |
| 3M | -4.2% | +17.8% | -22.0% | -6.4% |
| 6M | +4.6% | +42.8% | -38.2% | -0.3% |
| YTD | -18.4% | -12.1% | -6.3% | -18.7% |
| 1Y | -16.8% | -23.3% | +6.6% | -15.9% |
| 3Y | -5.0% | -24.0% | +19.0% | -8.5% |
| 5Y | -27.8% | +5.1% | -32.9% | -39.6% |
| All | -31.3% | +9.1% | -40.4% | -42.9% |
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 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