-53.1%
ILMN vs DUOL
-10.4%
-42.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -2.4% |
| 7D | +1.9% | -7.8% | +9.7% | +3.2% |
| 30D | +12.3% | +11.8% | +0.5% | +10.0% |
| 3M | +33.5% | +24.1% | +9.4% | +27.8% |
| 6M | +69.4% | +43.6% | +25.7% | +57.0% |
| YTD | +60.9% | -16.6% | +77.5% | +62.7% |
| 1Y | +115.0% | -46.0% | +161.0% | +131.1% |
| 3Y | +37.0% | -6.5% | +43.5% | +20.7% |
| 5Y | -53.1% | -7.4% | -45.7% | -64.7% |
| All | -53.1% | -10.4% | -42.7% | -64.7% |
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