+19.5%
DUOL vs DOC
-26.1%
+45.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +21.9% | +6.5% | +15.4% | +19.6% |
| 30D | +5.7% | +9.2% | -3.4% | +2.8% |
| 3M | +30.9% | -2.5% | +33.4% | +32.0% |
| 6M | +52.8% | +7.1% | +45.7% | +49.3% |
| YTD | -8.6% | +33.0% | -41.6% | -18.0% |
| 1Y | -17.2% | +23.3% | -40.5% | -23.6% |
| 3Y | +2.0% | +44.9% | -43.0% | -13.6% |
| 5Y | +4.4% | -21.6% | +26.0% | +13.6% |
| All | +19.5% | -26.1% | +45.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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