-5.5%
DUOL vs DOC
-24.5%
+19.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +5.1% | -1.5% | +6.6% | +5.6% |
| 30D | +14.1% | -4.8% | +18.9% | +16.0% |
| 3M | +41.5% | +6.9% | +34.6% | +38.6% |
| 6M | +60.6% | +20.7% | +39.9% | +50.2% |
| YTD | -12.0% | +34.1% | -46.1% | -21.1% |
| 1Y | -43.4% | +22.6% | -66.0% | -47.4% |
| 3Y | +3.7% | +20.8% | -17.1% | -3.2% |
| All | -5.5% | -24.5% | +19.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling