+23.1%
DUOL vs COO
-39.0%
+62.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.7% |
| 7D | +3.0% | +0.5% | +2.6% | +2.8% |
| 30D | +18.3% | +14.2% | +4.1% | +13.1% |
| 3M | +14.7% | -18.2% | +32.9% | +23.4% |
| 6M | +57.5% | +5.3% | +52.1% | +52.8% |
| YTD | -5.8% | -23.6% | +17.8% | +3.7% |
| 1Y | -11.4% | -12.7% | +1.3% | -7.8% |
| 3Y | -22.5% | -24.2% | +1.7% | -20.2% |
| 5Y | +6.6% | -40.0% | +46.6% | +18.5% |
| All | +23.1% | -39.0% | +62.2% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling