+20.1%
DUOL vs DOC
-26.5%
+46.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.1% | +22.9% | +24.9% |
| 7D | +19.3% | +8.7% | +10.5% | +16.2% |
| 30D | +9.6% | +7.6% | +2.0% | +7.1% |
| 3M | +17.1% | -5.3% | +22.3% | +19.3% |
| 6M | +46.3% | +27.6% | +18.7% | +34.1% |
| YTD | -8.1% | +32.4% | -40.5% | -17.5% |
| 1Y | -38.5% | +22.9% | -61.3% | -43.0% |
| 3Y | +1.2% | +43.1% | -41.9% | -13.7% |
| 5Y | +1.7% | -21.4% | +23.1% | +11.2% |
| All | +20.1% | -26.5% | +46.6% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling