+55.6%
IOT vs DUOL
+45.1%
+10.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -2.2% |
| 7D | -0.8% | -8.6% | +7.8% | +2.6% |
| 30D | -4.7% | +7.2% | -11.8% | -7.9% |
| 3M | +17.8% | +19.1% | -1.3% | +8.8% |
| 6M | +16.8% | +52.5% | -35.7% | -2.6% |
| YTD | +8.4% | -17.3% | +25.7% | +13.1% |
| 1Y | -0.8% | -49.2% | +48.4% | +21.0% |
| 3Y | +25.7% | -7.3% | +33.0% | +1.9% |
| All | +55.6% | +45.1% | +10.5% | -7.5% |
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