-27.0%
DXCM vs DUOL
-1.5%
-25.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | 0.0% |
| 7D | -6.5% | -11.8% | +5.3% | -4.6% |
| 30D | -4.3% | +1.5% | -5.8% | -4.7% |
| 3M | +7.3% | +18.1% | -10.9% | +3.8% |
| 6M | +22.0% | +38.7% | -16.6% | +14.4% |
| YTD | +26.4% | -20.7% | +47.0% | +28.9% |
| 1Y | +7.0% | -49.1% | +56.1% | +16.0% |
| 3Y | -19.6% | -11.0% | -8.6% | -26.2% |
| 5Y | -39.3% | -18.0% | -21.3% | -50.3% |
| All | -27.0% | -1.5% | -25.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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