+15.0%
DUOL vs CAPR
+101.7%
-86.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | +5.1% | -2.0% | +7.1% | +5.1% |
| 30D | +14.1% | +139.2% | -125.0% | +12.2% |
| 3M | +41.5% | -66.4% | +107.9% | +42.8% |
| 6M | +60.6% | -63.1% | +123.7% | +61.5% |
| YTD | -12.0% | -67.4% | +55.4% | -11.4% |
| 1Y | -43.4% | +58.2% | -101.6% | -48.5% |
| 3Y | +3.7% | +42.2% | -38.5% | -20.0% |
| 5Y | -5.3% | +87.3% | -92.5% | -41.8% |
| All | +15.0% | +101.7% | -86.7% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling