-34.2%
IT vs DUOL
+3.5%
-37.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.2% | -2.2% | -6.5% |
| 7D | -9.1% | -7.8% | -1.3% | -7.8% |
| 30D | -7.0% | +11.8% | -18.8% | -8.8% |
| 3M | +7.6% | +24.1% | -16.5% | +3.7% |
| 6M | +2.1% | +43.6% | -41.5% | -4.0% |
| YTD | -31.6% | -16.6% | -15.0% | -30.7% |
| 1Y | -29.9% | -46.0% | +16.1% | -25.3% |
| 3Y | -51.3% | -6.5% | -44.8% | -54.2% |
| 5Y | -44.8% | -7.4% | -37.4% | -52.7% |
| All | -34.2% | +3.5% | -37.7% | -42.9% |
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