-7.4%
DUOL vs COO
-39.5%
+32.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.5% | -4.1% |
| 7D | -7.8% | -2.3% | -5.5% | -6.9% |
| 30D | +11.8% | -8.8% | +20.6% | +16.2% |
| 3M | +24.1% | +1.3% | +22.8% | +23.4% |
| 6M | +43.6% | -11.6% | +55.2% | +50.6% |
| YTD | -16.6% | -17.4% | +0.8% | -10.2% |
| 1Y | -46.0% | -1.6% | -44.4% | -46.3% |
| 3Y | -6.5% | -22.6% | +16.2% | -2.8% |
| 5Y | -7.4% | -40.3% | +32.9% | +10.9% |
| All | -7.4% | -39.5% | +32.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling