+120.6%
IBM vs DUOL
-11.2%
+131.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.9% | +8.3% | +3.7% |
| 7D | +3.6% | -11.8% | +15.3% | +4.5% |
| 30D | +1.5% | +1.5% | 0.0% | +1.3% |
| 3M | -12.9% | +18.1% | -31.1% | -14.0% |
| 6M | -3.9% | +38.7% | -42.6% | -6.2% |
| YTD | -17.3% | -20.7% | +3.3% | -17.3% |
| 1Y | -5.0% | -49.1% | +44.1% | -3.4% |
| 3Y | +78.2% | -11.0% | +89.2% | +78.2% |
| 5Y | +120.6% | -18.0% | +138.6% | +107.7% |
| All | +120.6% | -11.2% | +131.8% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling