+3.6%
GOOG vs DUOL
-38.2%
+41.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +26.0% | -22.7% | +2.0% |
| 7D | -10.7% | +19.3% | -30.0% | -11.7% |
| 30D | -16.4% | +9.6% | -26.1% | -17.1% |
| 3M | -23.4% | +17.1% | -40.5% | -24.2% |
| 6M | -24.2% | +46.3% | -70.5% | -25.3% |
| YTD | -8.3% | -8.1% | -0.2% | -10.1% |
| 1Y | +3.6% | -38.5% | +42.0% | +1.3% |
| All | +3.6% | -38.2% | +41.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling