-20.0%
DUOL vs ALK
-4.9%
-15.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.1% | -10.9% | -5.2% |
| 7D | +14.0% | +8.9% | +5.1% | +12.0% |
| 30D | +2.9% | +5.9% | -3.1% | +1.1% |
| 3M | +17.8% | -16.5% | +34.4% | +18.2% |
| 6M | +42.8% | +2.1% | +40.7% | +40.4% |
| YTD | -12.1% | -17.1% | +5.0% | -7.0% |
| All | -20.0% | -4.9% | -15.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling