+110.7%
MO vs DUOL
+3.5%
+107.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -1.0% |
| 7D | -2.0% | -7.8% | +5.8% | -2.0% |
| 30D | -0.3% | +11.8% | -12.1% | -0.3% |
| 3M | -2.9% | +24.1% | -27.0% | -3.0% |
| 6M | +5.8% | +43.6% | -37.9% | +5.6% |
| YTD | +22.0% | -16.6% | +38.6% | +22.2% |
| 1Y | +10.7% | -46.0% | +56.7% | +11.2% |
| 3Y | +94.4% | -6.5% | +100.8% | +91.8% |
| 5Y | +97.2% | -7.4% | +104.6% | +93.3% |
| All | +110.7% | +3.5% | +107.2% | +105.4% |
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