-49.1%
DUOL vs CAPR
+35.4%
-84.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.2% | -4.9% |
| 7D | -11.8% | -12.6% | +0.8% | -11.8% |
| 30D | +1.5% | +124.4% | -122.9% | +1.8% |
| 3M | +18.1% | -66.8% | +84.9% | +18.6% |
| 6M | +38.7% | -71.8% | +110.5% | +39.3% |
| YTD | -20.7% | -70.1% | +49.4% | -20.4% |
| 1Y | -49.1% | +33.3% | -82.4% | -49.8% |
| All | -49.1% | +35.4% | -84.5% | -49.8% |
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