+3.7%
DUOL vs ALK
-32.6%
+36.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -11.8% | -3.0% | -8.8% | -11.0% |
| 30D | +1.5% | -14.6% | +16.1% | +6.3% |
| 3M | +18.1% | -10.6% | +28.7% | +20.6% |
| 6M | +38.7% | -6.7% | +45.4% | +36.8% |
| YTD | -20.7% | -19.8% | -0.9% | -17.6% |
| 1Y | -49.1% | -35.2% | -13.9% | -43.1% |
| 3Y | -11.0% | +1.4% | -12.4% | -21.3% |
| 5Y | -18.0% | -30.7% | +12.7% | -23.2% |
| All | +3.7% | -32.6% | +36.3% | -3.7% |
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