+2.0%
DUOL vs ALK
+16.0%
-14.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +21.9% | +9.0% | +12.9% | +19.6% |
| 30D | +5.7% | -1.6% | +7.4% | +6.3% |
| 3M | +30.9% | -23.2% | +54.0% | +39.2% |
| 6M | +52.8% | -3.9% | +56.6% | +51.4% |
| YTD | -8.6% | -22.6% | +14.0% | -4.2% |
| 1Y | -17.2% | -5.3% | -11.9% | -19.1% |
| 3Y | +2.0% | +18.6% | -16.6% | -0.6% |
| All | +2.0% | +16.0% | -14.0% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling