-7.4%
DUOL vs ALLY
-0.2%
-7.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.9% | -3.8% |
| 7D | -7.8% | +1.0% | -8.8% | -8.2% |
| 30D | +11.8% | -3.3% | +15.1% | +13.3% |
| 3M | +24.1% | +0.5% | +23.6% | +23.3% |
| 6M | +43.6% | +12.6% | +31.0% | +34.3% |
| YTD | -16.6% | -4.7% | -11.9% | -15.8% |
| 1Y | -46.0% | +5.2% | -51.3% | -48.0% |
| 3Y | -6.5% | +66.5% | -72.9% | -29.0% |
| 5Y | -7.4% | +0.2% | -7.7% | -22.1% |
| All | -7.4% | -0.2% | -7.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling