-13.3%
IBM vs DUOL
-38.2%
+24.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.0% | -24.3% | -2.4% |
| 7D | +0.4% | +19.3% | -18.8% | -2.7% |
| 30D | +14.8% | +9.6% | +5.1% | +12.6% |
| 3M | +8.9% | +17.1% | -8.1% | +5.0% |
| 6M | +12.4% | +46.3% | -33.9% | +4.1% |
| YTD | -12.4% | -8.1% | -4.3% | -21.1% |
| 1Y | -13.3% | -38.5% | +25.2% | -23.1% |
| All | -13.3% | -38.2% | +24.9% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling