+7.0%
IDXX vs DUOL
-9.6%
+16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | -5.7% | -7.0% | +1.2% | -5.0% |
| 30D | -11.5% | +6.7% | -18.3% | -12.3% |
| 3M | -9.5% | +16.0% | -25.6% | -11.3% |
| 6M | -16.0% | +45.4% | -61.4% | -19.7% |
| YTD | -25.4% | -18.1% | -7.3% | -24.7% |
| 1Y | -21.8% | -53.6% | +31.8% | -16.6% |
| 3Y | +7.0% | -11.0% | +18.0% | +2.4% |
| All | +7.0% | -9.6% | +16.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling