+8.1%
DUOL vs TDY
+33.9%
-25.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.1% |
| 7D | -8.6% | -1.9% | -6.7% | -7.6% |
| 30D | +7.2% | -12.5% | +19.7% | +14.7% |
| 3M | +19.1% | -0.8% | +19.9% | +17.4% |
| 6M | +52.5% | -9.0% | +61.5% | +57.0% |
| YTD | -17.3% | +16.8% | -34.1% | -30.0% |
| 1Y | -49.2% | +9.5% | -58.7% | -54.8% |
| 3Y | -7.3% | +45.4% | -52.7% | -34.5% |
| 5Y | -16.3% | +37.8% | -54.1% | -40.1% |
| All | +8.1% | +33.9% | -25.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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