-54.4%
ILMN vs DUOL
+9.2%
-63.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -1.1% |
| 7D | +1.2% | +5.1% | -3.9% | +0.3% |
| 30D | +9.2% | +14.1% | -5.0% | +6.5% |
| 3M | +29.8% | +41.5% | -11.7% | +21.4% |
| 6M | +69.2% | +60.6% | +8.6% | +53.8% |
| YTD | +66.4% | -12.0% | +78.4% | +66.7% |
| 1Y | +123.4% | -43.4% | +166.8% | +138.4% |
| 3Y | +33.2% | +3.7% | +29.4% | +14.8% |
| 5Y | -52.0% | -5.3% | -46.7% | -63.3% |
| All | -54.4% | +9.2% | -63.7% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling