-38.6%
DXCM vs DUOL
-10.4%
-28.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -3.0% |
| 7D | -6.2% | -7.8% | +1.6% | -5.0% |
| 30D | -0.3% | +11.8% | -12.1% | -2.2% |
| 3M | +10.3% | +24.1% | -13.8% | +5.9% |
| 6M | +24.1% | +43.6% | -19.5% | +15.7% |
| YTD | +27.4% | -16.6% | +43.9% | +28.9% |
| 1Y | +8.4% | -46.0% | +54.4% | +16.4% |
| 3Y | -19.0% | -6.5% | -12.5% | -26.3% |
| 5Y | -38.6% | -7.4% | -31.2% | -51.4% |
| All | -38.6% | -10.4% | -28.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling