+35.2%
LYFT vs DUOL
-9.6%
+44.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -8.4% | -7.0% | -1.4% | -6.8% |
| 30D | -7.6% | +6.7% | -14.3% | -9.2% |
| 3M | +11.7% | +16.0% | -4.3% | +7.2% |
| 6M | +15.1% | +45.4% | -30.3% | +4.3% |
| YTD | -20.9% | -18.1% | -2.8% | -19.5% |
| 1Y | -16.4% | -53.6% | +37.2% | -5.5% |
| 3Y | +35.2% | -11.0% | +46.2% | +18.0% |
| All | +35.2% | -9.6% | +44.8% | +18.0% |
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 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