+17.3%
DUOL vs ALK
-34.8%
+52.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -2.5% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +12.4% | +3.3% | +9.1% | +11.3% |
| 3M | +16.9% | -17.6% | +34.5% | +23.8% |
| 6M | +48.5% | +0.8% | +47.7% | +44.3% |
| YTD | -10.3% | -22.4% | +12.1% | -6.0% |
| 1Y | -15.6% | -10.1% | -5.6% | -16.6% |
| 3Y | -25.6% | +14.0% | -39.6% | -37.7% |
| 5Y | +1.5% | -29.8% | +31.4% | -3.0% |
| All | +17.3% | -34.8% | +52.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling