-19.0%
DXCM vs DUOL
-5.7%
-13.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -3.3% |
| 7D | -6.2% | -7.8% | +1.6% | -5.4% |
| 30D | -0.3% | +11.8% | -12.1% | -1.6% |
| 3M | +10.3% | +24.1% | -13.8% | +7.4% |
| 6M | +24.1% | +43.6% | -19.5% | +18.7% |
| YTD | +27.4% | -16.6% | +43.9% | +28.5% |
| 1Y | +8.4% | -46.0% | +54.4% | +14.0% |
| 3Y | -19.0% | -6.5% | -12.5% | -22.7% |
| All | -19.0% | -5.7% | -13.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling