-6.5%
DUOL vs COO
-23.3%
+16.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.5% | -4.6% |
| 7D | -7.8% | -2.3% | -5.5% | -7.3% |
| 30D | +11.8% | -8.8% | +20.6% | +14.2% |
| 3M | +24.1% | +1.3% | +22.8% | +24.1% |
| 6M | +43.6% | -11.6% | +55.2% | +47.4% |
| YTD | -16.6% | -17.4% | +0.8% | -13.3% |
| 1Y | -46.0% | -1.6% | -44.4% | -45.9% |
| 3Y | -6.5% | -22.6% | +16.2% | +3.1% |
| All | -6.5% | -23.3% | +16.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling