+378.8%
LLY vs DUOL
-1.5%
+380.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | -3.1% | -11.8% | +8.7% | -2.8% |
| 30D | -8.6% | +1.5% | -10.1% | -8.7% |
| 3M | -1.6% | +18.1% | -19.8% | -2.0% |
| 6M | +11.8% | +38.7% | -26.8% | +11.0% |
| YTD | +5.1% | -20.7% | +25.8% | +5.5% |
| 1Y | +50.7% | -49.1% | +99.8% | +52.6% |
| 3Y | +95.7% | -11.0% | +106.7% | +91.7% |
| 5Y | +390.2% | -18.0% | +408.1% | +368.2% |
| All | +378.8% | -1.5% | +380.3% | +354.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling