-42.6%
INFY vs DUOL
+2.7%
-45.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.6% |
| 7D | -9.8% | -8.6% | -1.2% | -9.0% |
| 30D | -13.4% | +7.2% | -20.6% | -14.0% |
| 3M | -7.2% | +19.1% | -26.3% | -8.9% |
| 6M | -20.6% | +52.5% | -73.1% | -23.9% |
| YTD | -37.5% | -17.3% | -20.2% | -37.2% |
| 1Y | -33.4% | -49.2% | +15.9% | -30.8% |
| 3Y | -32.4% | -7.3% | -25.2% | -35.3% |
| 5Y | -45.5% | -16.3% | -29.2% | -50.4% |
| All | -42.6% | +2.7% | -45.3% | -47.4% |
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