+54.8%
LUNR vs DUOL
+1.9%
+53.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.9% | +0.2% | -4.3% |
| 7D | +0.5% | -11.8% | +12.3% | +1.5% |
| 30D | -5.3% | +1.5% | -6.8% | -5.7% |
| 3M | -45.6% | +18.1% | -63.8% | -46.9% |
| 6M | -17.4% | +38.7% | -56.0% | -21.1% |
| YTD | -7.9% | -20.7% | +12.7% | -7.5% |
| 1Y | +77.6% | -49.1% | +126.7% | +85.7% |
| 3Y | +247.4% | -11.0% | +258.5% | +292.7% |
| All | +54.8% | +1.9% | +53.0% | +90.5% |
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