-21.3%
IT vs DUOL
-43.9%
+22.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.8% |
| 7D | -6.0% | +5.1% | -11.1% | -7.5% |
| 30D | 0.0% | +14.1% | -14.1% | -4.2% |
| 3M | +13.1% | +41.5% | -28.4% | +2.4% |
| 6M | +11.7% | +60.6% | -48.9% | -2.0% |
| YTD | -26.1% | -12.0% | -14.1% | -28.6% |
| 1Y | -21.3% | -43.4% | +22.1% | -19.8% |
| All | -21.3% | -43.9% | +22.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling