+137.2%
MAR vs DUOL
+3.5%
+133.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -1.8% |
| 7D | -1.7% | -7.8% | +6.1% | -0.9% |
| 30D | -6.9% | +11.8% | -18.7% | -8.2% |
| 3M | -15.8% | +24.1% | -39.9% | -18.2% |
| 6M | +1.9% | +43.6% | -41.7% | -3.0% |
| YTD | +6.6% | -16.6% | +23.2% | +7.4% |
| 1Y | +23.7% | -46.0% | +69.7% | +29.8% |
| 3Y | +64.6% | -6.5% | +71.1% | +58.0% |
| 5Y | +156.4% | -7.4% | +163.8% | +121.7% |
| All | +137.2% | +3.5% | +133.7% | +103.7% |
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