-26.7%
IT vs DUOL
+16.9%
-43.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | -0.2% |
| 7D | +1.1% | +3.0% | -2.0% | +0.5% |
| 30D | -1.8% | +18.3% | -20.2% | -5.1% |
| 3M | +4.8% | +14.7% | -9.9% | +1.6% |
| 6M | +33.0% | +57.5% | -24.5% | +22.4% |
| YTD | -23.8% | -5.8% | -18.0% | -24.9% |
| 1Y | -16.5% | -11.4% | -5.1% | -17.2% |
| 3Y | -53.6% | -22.5% | -31.1% | -55.3% |
| 5Y | -42.1% | +6.6% | -48.8% | -52.4% |
| All | -26.7% | +16.9% | -43.6% | -38.2% |
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 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