-29.2%
DXCM vs DUOL
+11.3%
-40.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | -3.6% | +0.3% | -3.9% | -3.8% |
| 30D | -4.3% | +12.4% | -16.7% | -6.6% |
| 3M | -10.4% | +16.9% | -27.3% | -13.4% |
| 6M | +33.1% | +48.5% | -15.4% | +23.0% |
| YTD | +22.6% | -10.3% | +32.9% | +21.8% |
| 1Y | +36.5% | -15.6% | +52.2% | +36.7% |
| 3Y | -13.5% | -25.6% | +12.1% | -16.8% |
| 5Y | -49.6% | +1.5% | -51.2% | -60.3% |
| All | -29.2% | +11.3% | -40.5% | -45.5% |
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