+389.5%
LLY vs DUOL
+9.2%
+380.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.8% |
| 7D | -2.1% | +5.1% | -7.2% | -2.3% |
| 30D | -1.6% | +14.1% | -15.8% | -1.9% |
| 3M | +2.3% | +41.5% | -39.2% | +1.5% |
| 6M | +14.9% | +60.6% | -45.7% | +13.6% |
| YTD | +7.5% | -12.0% | +19.5% | +7.6% |
| 1Y | +55.7% | -43.4% | +99.0% | +57.2% |
| 3Y | +110.6% | +3.7% | +106.9% | +105.6% |
| 5Y | +363.4% | -5.3% | +368.7% | +343.6% |
| All | +389.5% | +9.2% | +380.2% | +364.0% |
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