-43.4%
DUOL vs CAPR
+48.7%
-92.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | +5.1% | -2.0% | +7.1% | +5.1% |
| 30D | +14.1% | +139.2% | -125.0% | +14.5% |
| 3M | +41.5% | -66.4% | +107.9% | +42.2% |
| 6M | +60.6% | -63.1% | +123.7% | +61.2% |
| YTD | -12.0% | -67.4% | +55.4% | -11.6% |
| 1Y | -43.4% | +58.2% | -101.6% | -44.6% |
| All | -43.4% | +48.7% | -92.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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