+22.8%
INTC vs DUOL
+16.9%
+5.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -3.0% |
| 7D | +6.0% | +3.0% | +3.0% | +5.6% |
| 30D | -39.2% | +18.3% | -57.5% | -40.4% |
| 3M | -42.9% | +14.7% | -57.7% | -44.1% |
| 6M | -50.4% | +57.5% | -107.9% | -53.8% |
| YTD | +61.7% | -5.8% | +67.5% | +60.2% |
| 1Y | +66.1% | -11.4% | +77.5% | +65.9% |
| 3Y | +58.1% | -22.5% | +80.7% | +52.7% |
| 5Y | +27.9% | +6.6% | +21.2% | +5.5% |
| All | +22.8% | +16.9% | +5.9% | +1.1% |
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 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