-38.5%
DUOL vs ADVB
-76.7%
+38.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -4.5% | +30.5% | +25.9% |
| 7D | +19.3% | -29.5% | +48.8% | +18.7% |
| 30D | +9.6% | -66.9% | +76.5% | +7.7% |
| 3M | +17.1% | -73.7% | +90.8% | +14.6% |
| 6M | +46.3% | -64.8% | +111.1% | +46.1% |
| YTD | -8.1% | -64.0% | +55.9% | -5.7% |
| 1Y | -38.5% | -77.0% | +38.5% | -37.4% |
| All | -38.5% | -76.7% | +38.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling