+39.7%
HPQ vs DUOL
+2.7%
+37.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.6% |
| 7D | +3.5% | -8.6% | +12.1% | +4.6% |
| 30D | +13.7% | +7.2% | +6.5% | +12.7% |
| 3M | +33.9% | +19.1% | +14.8% | +30.8% |
| 6M | +80.9% | +52.5% | +28.4% | +71.5% |
| YTD | +52.6% | -17.3% | +69.9% | +54.0% |
| 1Y | +21.2% | -49.2% | +70.5% | +28.1% |
| 3Y | +26.9% | -7.3% | +34.1% | +23.7% |
| 5Y | +41.1% | -16.3% | +57.4% | +25.4% |
| All | +39.7% | +2.7% | +37.1% | +21.2% |
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