-55.3%
GME vs DUOL
+3.5%
-58.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.2% |
| 7D | +0.4% | -7.8% | +8.2% | +2.3% |
| 30D | -1.4% | +11.8% | -13.2% | -4.4% |
| 3M | -15.1% | +24.1% | -39.2% | -20.5% |
| 6M | -22.5% | +43.6% | -66.1% | -30.6% |
| YTD | -5.9% | -16.6% | +10.7% | -4.5% |
| 1Y | -18.6% | -46.0% | +27.4% | -9.7% |
| 3Y | +6.7% | -6.5% | +13.1% | -13.4% |
| 5Y | -62.0% | -7.4% | -54.6% | -76.1% |
| All | -55.3% | +3.5% | -58.9% | -72.4% |
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 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