+15.0%
DUOL vs ALK
-29.8%
+44.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.2% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +14.1% | -19.2% | +33.4% | +21.5% |
| 3M | +41.5% | -1.5% | +43.0% | +39.9% |
| 6M | +60.6% | -13.1% | +73.7% | +62.4% |
| YTD | -12.0% | -16.4% | +4.4% | -9.8% |
| 1Y | -43.4% | -33.1% | -10.3% | -37.3% |
| 3Y | +3.7% | +0.6% | +3.1% | -7.6% |
| 5Y | -5.3% | -26.4% | +21.1% | -12.9% |
| All | +15.0% | -29.8% | +44.9% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling