+151.0%
GOOGL vs DUOL
+3.5%
+147.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.6% |
| 7D | +1.1% | -7.8% | +8.9% | +2.1% |
| 30D | -4.4% | +11.8% | -16.3% | -6.0% |
| 3M | -6.8% | +24.1% | -30.9% | -9.8% |
| 6M | +13.6% | +43.6% | -30.1% | +7.3% |
| YTD | +8.3% | -16.6% | +24.9% | +9.3% |
| 1Y | +44.9% | -46.0% | +91.0% | +53.0% |
| 3Y | +150.5% | -6.5% | +156.9% | +130.2% |
| 5Y | +137.7% | -7.4% | +145.1% | +94.6% |
| All | +151.0% | +3.5% | +147.5% | +105.5% |
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