-57.2%
ILMN vs DUOL
-1.5%
-55.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.1% |
| 7D | -3.9% | -11.8% | +7.9% | -1.9% |
| 30D | +6.9% | +1.5% | +5.4% | +6.4% |
| 3M | +28.1% | +18.1% | +10.0% | +23.5% |
| 6M | +65.0% | +38.7% | +26.3% | +53.7% |
| YTD | +56.3% | -20.7% | +77.0% | +59.3% |
| 1Y | +108.7% | -49.1% | +157.8% | +126.7% |
| 3Y | +33.1% | -11.0% | +44.1% | +18.2% |
| 5Y | -54.1% | -18.0% | -36.1% | -64.0% |
| All | -57.2% | -1.5% | -55.7% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling