-1.1%
META vs DUOL
-17.4%
+16.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.6% |
| 7D | -0.8% | +21.9% | -22.7% | -2.8% |
| 30D | -15.4% | +5.7% | -21.1% | -15.9% |
| 3M | +3.5% | +30.9% | -27.4% | +0.7% |
| 6M | -0.3% | +52.8% | -53.0% | -4.2% |
| YTD | -7.3% | -8.6% | +1.3% | -3.4% |
| 1Y | -1.1% | -17.2% | +16.1% | +4.2% |
| All | -1.1% | -17.4% | +16.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling