-43.8%
ILMN vs DUOL
+11.7%
-55.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.0% |
| 7D | -2.9% | +3.0% | -5.9% | -3.4% |
| 30D | -23.8% | +18.3% | -42.1% | -26.4% |
| 3M | +7.5% | +14.7% | -7.3% | +3.9% |
| 6M | +42.8% | +57.5% | -14.7% | +29.6% |
| YTD | +57.8% | -5.8% | +63.6% | +55.2% |
| 1Y | +72.6% | -11.4% | +84.0% | +71.2% |
| 3Y | +129.3% | -22.5% | +151.8% | +112.6% |
| All | -43.8% | +11.7% | -55.6% | -58.8% |
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