+93.9%
ILMN vs DUOL
-38.2%
+132.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +26.0% | -30.9% | -4.9% |
| 7D | -21.6% | +19.3% | -40.8% | -21.4% |
| 30D | -22.9% | +9.6% | -32.5% | -22.5% |
| 3M | +11.6% | +17.1% | -5.5% | +11.9% |
| 6M | +62.5% | +46.3% | +16.2% | +61.0% |
| YTD | +72.7% | -8.1% | +80.8% | +76.2% |
| 1Y | +93.9% | -38.5% | +132.3% | +104.1% |
| All | +93.9% | -38.2% | +132.1% | +104.1% |
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