-45.6%
IT vs DUOL
-15.6%
-30.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.7% | -0.2% |
| 7D | -12.7% | -8.6% | -4.1% | -11.3% |
| 30D | -8.9% | +7.2% | -16.1% | -10.1% |
| 3M | +10.1% | +19.1% | -8.9% | +6.8% |
| 6M | +7.3% | +52.5% | -45.2% | -0.3% |
| YTD | -32.4% | -17.3% | -15.1% | -31.3% |
| 1Y | -26.6% | -49.2% | +22.6% | -20.9% |
| 3Y | -51.8% | -7.3% | -44.6% | -54.9% |
| 5Y | -45.6% | -16.3% | -29.3% | -54.2% |
| All | -45.6% | -15.6% | -30.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling