+15.0%
LOW vs DUOL
+3.5%
+11.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.4% |
| 7D | +0.4% | -7.8% | +8.2% | +0.9% |
| 30D | -10.1% | +11.8% | -21.9% | -10.9% |
| 3M | -2.9% | +24.1% | -27.0% | -4.6% |
| 6M | -19.4% | +43.6% | -63.0% | -22.0% |
| YTD | -15.4% | -16.6% | +1.1% | -14.9% |
| 1Y | -24.9% | -46.0% | +21.1% | -22.4% |
| 3Y | -7.8% | -6.5% | -1.4% | -11.9% |
| 5Y | +8.4% | -7.4% | +15.8% | -2.2% |
| All | +15.0% | +3.5% | +11.5% | +5.1% |
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 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