-27.5%
DXCM vs DUOL
+16.9%
-44.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +1.6% |
| 7D | +4.9% | +3.0% | +1.9% | +4.3% |
| 30D | -0.2% | +18.3% | -18.5% | -3.4% |
| 3M | -8.9% | +14.7% | -23.6% | -11.7% |
| 6M | +42.3% | +57.5% | -15.2% | +30.2% |
| YTD | +25.6% | -5.8% | +31.4% | +23.7% |
| 1Y | +39.5% | -11.4% | +50.9% | +38.6% |
| 3Y | -15.3% | -22.5% | +7.2% | -19.1% |
| 5Y | -48.4% | +6.6% | -55.1% | -59.6% |
| All | -27.5% | +16.9% | -44.4% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling