+223.3%
HOOD vs DUOL
+4.9%
+218.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -7.8% | -7.0% | -0.8% | -5.3% |
| 30D | +18.6% | +6.7% | +11.9% | +14.9% |
| 3M | +22.1% | +16.0% | +6.0% | +12.7% |
| 6M | +43.1% | +45.4% | -2.4% | +19.4% |
| YTD | -0.5% | -18.1% | +17.7% | +3.4% |
| 1Y | -4.4% | -53.6% | +49.2% | +21.7% |
| 3Y | +938.5% | -11.0% | +949.4% | +859.5% |
| 5Y | +173.4% | -17.1% | +190.6% | +90.0% |
| All | +223.3% | +4.9% | +218.4% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling