-43.4%
DUOL vs MKTX
-8.5%
-34.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +5.1% | +0.4% | +4.7% | +5.1% |
| 30D | +14.1% | +1.1% | +13.1% | +14.1% |
| 3M | +41.5% | +36.1% | +5.4% | +37.0% |
| 6M | +60.6% | -12.9% | +73.5% | +59.0% |
| YTD | -12.0% | -8.5% | -3.5% | -13.4% |
| 1Y | -43.4% | -7.5% | -35.8% | -41.1% |
| All | -43.4% | -8.5% | -34.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling