-23.6%
DXCM vs DUOL
+9.2%
-32.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.6% |
| 7D | -3.2% | +5.1% | -8.3% | -4.0% |
| 30D | +6.3% | +14.1% | -7.8% | +3.8% |
| 3M | +21.1% | +41.5% | -20.4% | +13.8% |
| 6M | +20.6% | +60.6% | -40.0% | +10.3% |
| YTD | +32.4% | -12.0% | +44.4% | +32.9% |
| 1Y | +8.8% | -43.4% | +52.2% | +16.0% |
| 3Y | -13.7% | +3.7% | -17.5% | -23.0% |
| 5Y | -35.2% | -5.3% | -29.9% | -48.1% |
| All | -23.6% | +9.2% | -32.8% | -40.5% |
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 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