-38.5%
DUOL vs ALC
+4.2%
-42.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +6.8% | +19.2% | +22.7% |
| 7D | +19.3% | +10.7% | +8.6% | +15.2% |
| 30D | +9.6% | +20.2% | -10.5% | +3.6% |
| 3M | +17.1% | +8.9% | +8.2% | +13.1% |
| 6M | +46.3% | +5.7% | +40.6% | +40.0% |
| YTD | -8.1% | -1.4% | -6.7% | -12.9% |
| 1Y | -38.5% | +4.7% | -43.2% | -43.9% |
| All | -38.5% | +4.2% | -42.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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