+143.1%
GOOG vs DUOL
-1.5%
+144.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.5% |
| 7D | -1.6% | -11.8% | +10.2% | 0.0% |
| 30D | -7.7% | +1.5% | -9.2% | -8.0% |
| 3M | -9.3% | +18.1% | -27.4% | -11.8% |
| 6M | +7.4% | +38.7% | -31.2% | +1.9% |
| YTD | +4.9% | -20.7% | +25.5% | +6.5% |
| 1Y | +37.2% | -49.1% | +86.3% | +46.0% |
| 3Y | +141.6% | -11.0% | +152.6% | +123.0% |
| 5Y | +128.8% | -18.0% | +146.7% | +88.4% |
| All | +143.1% | -1.5% | +144.6% | +100.1% |
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