-51.6%
IT vs DUOL
-12.4%
-39.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -0.8% |
| 7D | -9.1% | -11.8% | +2.7% | -6.9% |
| 30D | -12.2% | +1.5% | -13.6% | -12.5% |
| 3M | +7.8% | +18.1% | -10.3% | +4.6% |
| 6M | +2.0% | +38.7% | -36.7% | -3.8% |
| YTD | -32.7% | -20.7% | -12.1% | -31.8% |
| 1Y | -31.1% | -49.1% | +18.0% | -26.7% |
| All | -51.6% | -12.4% | -39.2% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling