-48.5%
DXCM vs DUOL
+6.7%
-55.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -3.7% | +22.4% | -26.1% | -7.3% |
| 30D | -5.0% | +4.5% | -9.5% | -6.2% |
| 3M | -8.8% | +14.2% | -23.0% | -11.6% |
| 6M | +31.9% | +45.1% | -13.2% | +22.1% |
| YTD | +20.4% | -10.7% | +31.1% | +19.7% |
| 1Y | +45.7% | -18.7% | +64.5% | +47.0% |
| 3Y | -15.0% | -25.9% | +10.9% | -18.6% |
| 5Y | -48.5% | +5.8% | -54.3% | -59.7% |
| All | -48.5% | +6.7% | -55.1% | -59.7% |
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 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