+62.8%
META vs DUOL
-6.3%
+69.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.6% |
| 7D | +6.7% | +5.1% | +1.6% | +5.5% |
| 30D | +4.8% | +14.1% | -9.4% | +1.3% |
| 3M | -1.6% | +41.5% | -43.1% | -9.7% |
| 6M | -7.5% | +60.6% | -68.1% | -18.3% |
| YTD | -6.4% | -12.0% | +5.6% | -5.9% |
| 1Y | -17.3% | -43.4% | +26.0% | -9.9% |
| 3Y | +109.9% | +3.7% | +106.2% | +82.0% |
| All | +62.8% | -6.3% | +69.1% | +19.8% |
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