+40.4%
MOD vs DUOL
-41.9%
+82.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.1% |
| 7D | +9.6% | +5.1% | +4.5% | +10.1% |
| 30D | 0.0% | +14.1% | -14.1% | +1.5% |
| 3M | -35.4% | +41.5% | -76.9% | -34.2% |
| 6M | -7.3% | +60.6% | -67.9% | -6.8% |
| YTD | +45.8% | -12.0% | +57.8% | +55.9% |
| All | +40.4% | -41.9% | +82.3% | +66.1% |
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