-9.9%
LOW vs DUOL
-9.6%
-0.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.7% | -7.0% | +3.2% | -3.4% |
| 30D | -8.9% | +6.7% | -15.6% | -9.3% |
| 3M | -10.4% | +16.0% | -26.4% | -11.4% |
| 6M | -19.4% | +45.4% | -64.8% | -21.4% |
| YTD | -17.1% | -18.1% | +1.0% | -16.4% |
| 1Y | -26.3% | -53.6% | +27.3% | -23.1% |
| 3Y | -9.9% | -11.0% | +1.1% | -14.1% |
| All | -9.9% | -9.6% | -0.3% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling