-13.7%
DUOL vs ALC
-16.2%
+2.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.5% |
| 7D | -11.8% | -5.3% | -6.5% | -9.9% |
| 30D | +1.5% | -7.1% | +8.6% | +4.3% |
| 3M | +18.1% | +0.8% | +17.4% | +18.0% |
| 6M | +38.7% | -16.0% | +54.6% | +47.2% |
| YTD | -20.7% | -12.7% | -7.9% | -17.4% |
| 1Y | -49.1% | -12.8% | -36.3% | -47.1% |
| All | -13.7% | -16.2% | +2.5% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling