+55.6%
MA vs DUOL
+9.2%
+46.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.9% |
| 7D | -2.7% | +5.1% | -7.8% | -3.2% |
| 30D | +1.5% | +14.1% | -12.6% | +0.1% |
| 3M | +20.4% | +41.5% | -21.1% | +16.1% |
| 6M | +11.1% | +60.6% | -49.5% | +5.7% |
| YTD | +2.0% | -12.0% | +13.9% | +2.0% |
| 1Y | -2.2% | -43.4% | +41.2% | +1.1% |
| 3Y | +41.9% | +3.7% | +38.2% | +33.4% |
| 5Y | +75.4% | -5.3% | +80.6% | +53.6% |
| All | +55.6% | +9.2% | +46.4% | +36.7% |
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