-18.4%
GRAB vs DUOL
-9.6%
-8.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -10.8% | -7.0% | -3.8% | -9.7% |
| 30D | -15.5% | +6.7% | -22.2% | -16.6% |
| 3M | -9.0% | +16.0% | -25.0% | -11.9% |
| 6M | -21.6% | +45.4% | -67.0% | -27.5% |
| YTD | -38.9% | -18.1% | -20.7% | -37.9% |
| 1Y | -44.8% | -53.6% | +8.7% | -38.9% |
| 3Y | -18.4% | -11.0% | -7.5% | -21.9% |
| All | -18.4% | -9.6% | -8.8% | -21.9% |
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