+507.8%
LLY vs DUOL
+11.3%
+496.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +22.4% | +12.4% | +10.0% | +21.9% |
| 3M | +17.1% | +16.9% | +0.2% | +16.5% |
| 6M | +44.6% | +48.5% | -3.9% | +43.2% |
| YTD | +33.5% | -10.3% | +43.8% | +33.4% |
| 1Y | +41.1% | -15.6% | +56.7% | +41.2% |
| 3Y | +143.8% | -25.6% | +169.3% | +139.8% |
| 5Y | +473.4% | +1.5% | +471.8% | +444.8% |
| All | +507.8% | +11.3% | +496.5% | +475.2% |
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