+19.4%
HYG vs DUOL
+2.7%
+16.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.7% | -0.6% |
| 7D | -0.7% | -8.6% | +7.9% | -0.4% |
| 30D | -0.6% | +7.2% | -7.8% | -0.9% |
| 3M | +0.4% | +19.1% | -18.6% | -0.4% |
| 6M | +1.2% | +52.5% | -51.3% | -0.7% |
| YTD | +1.5% | -17.3% | +18.8% | +1.8% |
| 1Y | +3.2% | -49.2% | +52.4% | +5.2% |
| 3Y | +25.9% | -7.3% | +33.1% | +22.7% |
| 5Y | +18.6% | -16.3% | +34.9% | +11.2% |
| All | +19.4% | +2.7% | +16.8% | +11.8% |
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