-15.2%
DPZ vs DUOL
+53.1%
-68.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | -2.5% | +5.1% | -7.6% | -3.2% |
| 30D | -7.0% | +14.1% | -21.1% | -8.6% |
| 3M | +11.6% | +41.5% | -29.9% | +6.2% |
| 6M | -15.2% | +60.6% | -75.8% | -20.9% |
| All | -15.2% | +53.1% | -68.3% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling