+132.2%
ILMN vs DUOL
-24.0%
+156.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.3% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | -22.7% | +12.4% | -35.1% | -23.5% |
| 3M | +8.6% | +16.9% | -8.3% | +6.9% |
| 6M | +43.8% | +48.5% | -4.7% | +37.7% |
| YTD | +59.8% | -10.3% | +70.1% | +60.2% |
| 1Y | +71.8% | -15.6% | +87.4% | +73.1% |
| All | +132.2% | -24.0% | +156.1% | +139.1% |
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 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