-12.3%
LUV vs DUOL
-17.6%
+5.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -1.0% | -7.0% | +6.0% | -0.3% |
| 30D | -12.4% | +6.7% | -19.1% | -13.1% |
| 3M | -11.0% | +16.0% | -27.0% | -12.8% |
| 6M | -5.0% | +45.4% | -50.4% | -9.5% |
| YTD | -3.8% | -18.1% | +14.3% | -2.9% |
| 1Y | +25.9% | -53.6% | +79.5% | +34.0% |
| 3Y | +42.2% | -11.0% | +53.2% | +36.3% |
| All | -12.3% | -17.6% | +5.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling