+8.1%
DUOL vs COO
-47.3%
+55.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -14.7% | +18.9% | +9.7% |
| 7D | -8.6% | -23.3% | +14.7% | +0.4% |
| 30D | +7.2% | -29.5% | +36.7% | +21.7% |
| 3M | +19.1% | -20.0% | +39.0% | +28.7% |
| 6M | +52.5% | -27.2% | +79.7% | +70.4% |
| YTD | -17.3% | -33.9% | +16.6% | -4.0% |
| 1Y | -49.2% | -19.9% | -29.3% | -45.7% |
| 3Y | -7.3% | -38.1% | +30.8% | +4.1% |
| 5Y | -16.3% | -52.0% | +35.7% | -2.3% |
| All | +8.1% | -47.3% | +55.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling