-28.8%
DPZ vs DUOL
-6.3%
-22.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | -2.5% | +5.1% | -7.6% | -3.1% |
| 30D | -7.0% | +14.1% | -21.1% | -8.5% |
| 3M | +11.6% | +41.5% | -29.9% | +7.0% |
| 6M | -15.2% | +60.6% | -75.8% | -20.1% |
| YTD | -17.2% | -12.0% | -5.3% | -17.1% |
| 1Y | -24.8% | -43.4% | +18.5% | -21.7% |
| 3Y | -8.7% | +3.7% | -12.4% | -15.7% |
| All | -28.8% | -6.3% | -22.6% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling