+145.8%
GOOG vs DUOL
-9.6%
+155.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | 0.0% | -7.0% | +7.0% | +0.7% |
| 30D | -2.0% | +6.7% | -8.7% | -2.7% |
| 3M | -5.9% | +16.0% | -21.9% | -7.5% |
| 6M | +8.9% | +45.4% | -36.5% | +4.4% |
| YTD | +7.1% | -18.1% | +25.2% | +8.2% |
| 1Y | +39.7% | -53.6% | +93.2% | +48.7% |
| 3Y | +145.8% | -11.0% | +156.8% | +122.5% |
| All | +145.8% | -9.6% | +155.5% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling