+38.7%
MOD vs DUOL
-44.9%
+83.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -1.7% |
| 7D | +6.3% | -7.8% | +14.1% | +5.6% |
| 30D | -1.7% | +11.8% | -13.5% | -0.5% |
| 3M | -30.1% | +24.1% | -54.2% | -29.1% |
| 6M | +2.7% | +43.6% | -40.9% | +3.2% |
| YTD | +44.1% | -16.6% | +60.7% | +53.3% |
| 1Y | +38.7% | -46.0% | +84.8% | +63.3% |
| All | +38.7% | -44.9% | +83.7% | +63.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling