-31.2%
DPZ vs DUOL
+13.5%
-44.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.4% |
| 7D | +6.6% | +21.9% | -15.4% | +3.9% |
| 30D | +10.3% | +5.7% | +4.6% | +9.2% |
| 3M | -6.2% | +30.9% | -37.0% | -9.4% |
| 6M | +4.2% | +52.8% | -48.5% | -1.4% |
| YTD | -18.4% | -8.6% | -9.8% | -19.0% |
| 1Y | -14.9% | -17.2% | +2.3% | -14.8% |
| 3Y | -4.6% | +2.0% | -6.6% | -11.7% |
| 5Y | -27.4% | +4.4% | -31.8% | -39.4% |
| All | -31.2% | +13.5% | -44.7% | -43.1% |
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